+48.3%
PCOR vs RNG
+154.7%
-106.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.7% |
| 7D | +22.7% | -11.3% | +34.1% | +28.2% |
| 30D | +37.5% | -5.7% | +43.1% | +39.9% |
| 3M | +35.2% | +16.8% | +18.4% | +26.5% |
| 6M | +42.2% | +58.5% | -16.2% | +16.8% |
| YTD | +3.6% | +151.3% | -147.8% | -29.4% |
| 1Y | -4.8% | +169.0% | -173.8% | -36.7% |
| 3Y | +48.3% | +156.9% | -108.6% | -5.7% |
| All | +48.3% | +154.7% | -106.3% | -5.7% |
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