-34.1%
PCOR vs RNG
-70.4%
+36.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -2.7% |
| 7D | -9.0% | +5.8% | -14.7% | -11.1% |
| 30D | +4.2% | +19.6% | -15.4% | -3.2% |
| 3M | +14.4% | +67.0% | -52.6% | -8.9% |
| 6M | +0.2% | +88.4% | -88.2% | -24.3% |
| YTD | -20.3% | +155.5% | -175.7% | -48.3% |
| 1Y | -16.1% | +141.7% | -157.8% | -44.6% |
| 3Y | -14.7% | +131.1% | -145.8% | -46.8% |
| 5Y | -43.2% | -70.6% | +27.4% | -24.8% |
| All | -34.1% | -70.4% | +36.4% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling