+48.4%
PCOR vs RNG
+177.9%
-129.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +0.7% |
| 7D | +2.5% | -3.5% | +6.0% | +3.8% |
| 30D | +37.9% | -3.8% | +41.7% | +39.3% |
| 3M | +32.0% | +18.6% | +13.4% | +22.8% |
| 6M | +54.7% | +69.2% | -14.5% | +24.2% |
| YTD | +6.6% | +161.9% | -155.3% | -28.2% |
| 1Y | -1.7% | +176.2% | -177.9% | -35.1% |
| All | +48.4% | +177.9% | -129.5% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling