-12.2%
PCOR vs RRC
+284.0%
-296.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.2% | +2.5% | -0.4% | +1.6% |
| 30D | +37.4% | +21.1% | +16.3% | +30.5% |
| 3M | +33.2% | +28.4% | +4.8% | +24.5% |
| 6M | +60.6% | +26.5% | +34.1% | +50.3% |
| YTD | +6.2% | +47.0% | -40.8% | -4.9% |
| 1Y | -1.1% | +35.2% | -36.3% | -9.7% |
| 3Y | +48.4% | +61.0% | -12.6% | +28.3% |
| 5Y | -13.1% | +133.6% | -146.7% | -33.6% |
| All | -12.2% | +284.0% | -296.2% | -41.0% |
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