-34.1%
PCOR vs RRC
+212.6%
-246.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | +14.4% | +4.0% | +10.4% | +13.1% |
| 6M | +0.2% | +1.6% | -1.4% | -0.8% |
| YTD | -20.3% | +19.7% | -40.0% | -24.4% |
| 1Y | -16.1% | +21.4% | -37.5% | -21.1% |
| 3Y | -14.7% | +29.7% | -44.4% | -22.2% |
| 5Y | -43.2% | +153.9% | -197.0% | -57.2% |
| All | -34.1% | +212.6% | -246.7% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling