-13.1%
PCOR vs RRC
+264.5%
-277.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +22.2% | -10.3% | +32.5% | +24.9% |
| 30D | +36.0% | +19.5% | +16.6% | +29.5% |
| 3M | +34.0% | +27.9% | +6.1% | +25.2% |
| 6M | +43.5% | +21.2% | +22.3% | +35.5% |
| YTD | +5.1% | +39.6% | -34.5% | -4.8% |
| 1Y | -3.9% | +31.3% | -35.2% | -11.8% |
| 3Y | +52.9% | +51.9% | +1.0% | +33.9% |
| 5Y | -18.7% | +110.2% | -128.8% | -36.5% |
| All | -13.1% | +264.5% | -277.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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