-14.1%
PCOR vs RRC
+274.5%
-288.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 7D | +23.7% | -6.9% | +30.6% | +25.4% |
| 30D | +39.0% | +25.4% | +13.6% | +30.9% |
| 3M | +35.8% | +31.9% | +3.8% | +26.0% |
| 6M | +38.2% | +17.2% | +21.0% | +31.7% |
| YTD | +3.9% | +43.4% | -39.5% | -6.4% |
| 1Y | +5.7% | +36.7% | -31.1% | -3.9% |
| 3Y | +44.8% | +38.8% | +5.9% | +29.1% |
| 5Y | -19.8% | +118.3% | -138.0% | -37.9% |
| All | -14.1% | +274.5% | -288.6% | -41.9% |
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