-14.1%
PCOR vs RL
+237.7%
-251.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +3.3% |
| 7D | +23.7% | -4.7% | +28.4% | +26.5% |
| 30D | +39.0% | +3.6% | +35.4% | +36.8% |
| 3M | +35.8% | +0.5% | +35.2% | +34.9% |
| 6M | +38.2% | +6.6% | +31.6% | +31.9% |
| YTD | +3.9% | +8.8% | -4.9% | -3.0% |
| 1Y | +5.7% | +21.8% | -16.1% | -7.2% |
| 3Y | +44.8% | +245.8% | -201.0% | -28.4% |
| 5Y | -19.8% | +230.0% | -249.7% | -62.9% |
| All | -14.1% | +237.7% | -251.8% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling