-13.3%
PCOR vs RNG
-70.4%
+57.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +20.7% | -6.0% | +26.7% | +23.7% |
| 30D | +35.7% | -7.4% | +43.0% | +39.3% |
| 3M | +31.1% | +14.6% | +16.5% | +22.9% |
| 6M | +43.1% | +61.5% | -18.4% | +14.6% |
| YTD | +4.8% | +155.7% | -150.8% | -32.6% |
| 1Y | -3.7% | +172.5% | -176.1% | -39.8% |
| 3Y | +46.5% | +168.0% | -121.5% | -14.3% |
| 5Y | -17.3% | -73.8% | +56.5% | +10.6% |
| All | -13.3% | -70.4% | +57.1% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling