+6.9%
PCOR vs RNG
+179.4%
-172.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -0.2% | +19.9% | +19.8% |
| 7D | +21.8% | -9.6% | +31.4% | +26.6% |
| 30D | +39.5% | -1.4% | +40.9% | +39.7% |
| 3M | +35.2% | +28.8% | +6.5% | +21.4% |
| 6M | +21.7% | +65.6% | -43.8% | -2.8% |
| YTD | +3.9% | +171.4% | -167.5% | -31.3% |
| 1Y | +6.9% | +185.3% | -178.4% | -30.0% |
| All | +6.9% | +179.4% | -172.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling