-20.1%
PCOR vs RL
+226.8%
-247.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | +22.7% | -4.2% | +26.9% | +25.4% |
| 30D | +37.5% | +4.3% | +33.2% | +34.7% |
| 3M | +35.2% | -4.6% | +39.8% | +37.8% |
| 6M | +42.2% | +1.7% | +40.5% | +38.5% |
| YTD | +3.6% | +7.3% | -3.8% | -3.4% |
| 1Y | -4.8% | +20.8% | -25.6% | -17.0% |
| 3Y | +48.3% | +247.0% | -198.6% | -33.4% |
| All | -20.1% | +226.8% | -247.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling