-13.1%
PCOR vs RNG
-71.6%
+58.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | +2.2% | +2.3% | -0.1% | +1.2% |
| 30D | +37.4% | -3.4% | +40.8% | +38.8% |
| 3M | +33.2% | +20.9% | +12.3% | +21.8% |
| 6M | +60.6% | +82.2% | -21.6% | +21.0% |
| YTD | +6.2% | +164.6% | -158.5% | -34.0% |
| 1Y | -1.1% | +177.0% | -178.1% | -39.8% |
| 3Y | +48.4% | +177.4% | -129.0% | -16.8% |
| 5Y | -13.1% | -72.3% | +59.2% | +71.0% |
| All | -13.1% | -71.6% | +58.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling