-36.2%
PCOR vs RNG
-71.7%
+35.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -1.4% |
| 7D | -6.9% | -0.8% | -6.1% | -6.6% |
| 30D | -1.5% | +11.4% | -12.9% | -5.8% |
| 3M | +18.5% | +72.1% | -53.6% | -6.8% |
| 6M | -4.7% | +67.9% | -72.6% | -24.5% |
| YTD | -22.8% | +144.3% | -167.1% | -49.0% |
| 1Y | -20.7% | +117.5% | -138.3% | -45.3% |
| 3Y | -14.6% | +123.9% | -138.4% | -46.0% |
| 5Y | -40.7% | -70.1% | +29.4% | -21.3% |
| All | -36.2% | -71.7% | +35.6% | -16.0% |
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