-13.1%
PCOR vs RNG
-70.6%
+57.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +22.2% | -6.2% | +28.4% | +25.3% |
| 30D | +36.0% | -8.0% | +44.1% | +40.1% |
| 3M | +34.0% | +15.7% | +18.3% | +25.2% |
| 6M | +43.5% | +60.3% | -16.8% | +15.2% |
| YTD | +5.1% | +153.8% | -148.7% | -32.2% |
| 1Y | -3.9% | +172.2% | -176.1% | -39.9% |
| 3Y | +52.9% | +174.8% | -121.9% | -11.6% |
| 5Y | -18.7% | -68.6% | +50.0% | +5.5% |
| All | -13.1% | -70.6% | +57.5% | +11.6% |
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