-3.7%
PCOR vs RNG
+171.5%
-175.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +20.7% | -6.0% | +26.7% | +23.6% |
| 30D | +35.7% | -7.4% | +43.0% | +39.1% |
| 3M | +31.1% | +14.6% | +16.5% | +22.9% |
| 6M | +43.1% | +61.5% | -18.4% | +15.1% |
| YTD | +4.8% | +155.7% | -150.8% | -29.8% |
| 1Y | -3.7% | +172.5% | -176.1% | -38.5% |
| All | -3.7% | +171.5% | -175.1% | -38.5% |
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