+6.9%
PCOR vs RRX
+30.0%
-23.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -3.6% | +23.3% | +19.2% |
| 7D | +21.8% | +7.6% | +14.2% | +22.8% |
| 30D | +39.5% | +7.5% | +32.0% | +40.8% |
| 3M | +35.2% | -21.0% | +56.3% | +32.4% |
| 6M | +21.7% | -18.1% | +39.8% | +19.7% |
| YTD | +3.9% | +24.3% | -20.3% | -1.2% |
| 1Y | +6.9% | +29.3% | -22.4% | +0.8% |
| All | +6.9% | +30.0% | -23.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling