-11.8%
PCOR vs RPRX
+97.5%
-109.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +3.0% | +3.3% | -0.3% | +1.8% |
| 30D | +38.7% | +17.9% | +20.8% | +30.6% |
| 3M | +24.9% | +19.2% | +5.6% | +16.9% |
| 6M | +68.8% | +31.7% | +37.1% | +51.9% |
| YTD | +6.7% | +82.5% | -75.8% | -16.0% |
| 1Y | +3.0% | +78.4% | -75.4% | -18.2% |
| 3Y | +48.6% | +177.0% | -128.3% | -5.5% |
| 5Y | -12.7% | +86.5% | -99.1% | -30.9% |
| All | -11.8% | +97.5% | -109.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling