-19.8%
PCOR vs RRC
+129.3%
-149.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 7D | +23.7% | -6.9% | +30.6% | +25.5% |
| 30D | +39.0% | +25.4% | +13.6% | +30.5% |
| 3M | +35.8% | +31.9% | +3.8% | +25.5% |
| 6M | +38.2% | +17.2% | +21.0% | +31.4% |
| YTD | +3.9% | +43.4% | -39.5% | -6.9% |
| 1Y | +5.7% | +36.7% | -31.1% | -4.3% |
| 3Y | +44.8% | +38.8% | +5.9% | +28.2% |
| 5Y | -19.8% | +118.3% | -138.0% | -42.3% |
| All | -19.8% | +129.3% | -149.1% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling