-14.6%
PCOR vs RRC
+31.1%
-45.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.0% |
| 7D | -9.0% | +1.3% | -10.3% | -9.3% |
| 30D | +4.2% | +10.1% | -6.0% | +1.4% |
| 3M | +14.4% | +4.0% | +10.4% | +12.9% |
| 6M | +0.2% | +1.6% | -1.4% | -1.1% |
| YTD | -20.3% | +19.7% | -40.0% | -25.4% |
| 1Y | -16.1% | +21.4% | -37.5% | -22.4% |
| All | -14.6% | +31.1% | -45.7% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling