-11.8%
PCOR vs RRC
+286.7%
-298.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +3.0% | +6.4% | -3.3% | +1.6% |
| 30D | +38.7% | +23.9% | +14.8% | +31.0% |
| 3M | +24.9% | +30.2% | -5.3% | +16.3% |
| 6M | +68.8% | +26.3% | +42.5% | +58.0% |
| YTD | +6.7% | +48.1% | -41.4% | -4.6% |
| 1Y | +3.0% | +37.7% | -34.7% | -6.4% |
| 3Y | +48.6% | +60.3% | -11.7% | +28.5% |
| 5Y | -12.7% | +135.3% | -148.0% | -33.3% |
| All | -11.8% | +286.7% | -298.5% | -40.8% |
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