-20.1%
PCOR vs RRC
+110.6%
-130.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.3% |
| 7D | +22.7% | -10.8% | +33.5% | +25.7% |
| 30D | +37.5% | +22.3% | +15.1% | +29.8% |
| 3M | +35.2% | +26.6% | +8.6% | +26.2% |
| 6M | +42.2% | +18.9% | +23.3% | +34.6% |
| YTD | +3.6% | +39.2% | -35.6% | -6.6% |
| 1Y | -4.8% | +34.0% | -38.7% | -13.4% |
| 3Y | +48.3% | +42.0% | +6.3% | +30.7% |
| All | -20.1% | +110.6% | -130.8% | -40.4% |
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