-14.4%
PCOR vs RRC
+263.5%
-277.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.3% |
| 7D | +22.7% | -10.8% | +33.5% | +25.6% |
| 30D | +37.5% | +22.3% | +15.1% | +30.1% |
| 3M | +35.2% | +26.6% | +8.6% | +26.6% |
| 6M | +42.2% | +18.9% | +23.3% | +34.9% |
| YTD | +3.6% | +39.2% | -35.6% | -6.1% |
| 1Y | -4.8% | +34.0% | -38.7% | -13.0% |
| 3Y | +48.3% | +42.0% | +6.3% | +31.6% |
| 5Y | -20.1% | +111.9% | -131.9% | -37.7% |
| All | -14.4% | +263.5% | -277.9% | -41.7% |
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