-16.1%
PCOR vs RRX
+14.9%
-31.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.2% |
| 7D | -9.0% | +3.4% | -12.4% | -8.8% |
| 30D | +4.2% | -11.1% | +15.3% | +3.6% |
| 3M | +14.4% | -23.7% | +38.1% | +12.8% |
| 6M | +0.2% | -22.0% | +22.2% | -1.3% |
| YTD | -20.3% | +16.5% | -36.7% | -29.4% |
| 1Y | -16.1% | +11.5% | -27.6% | -24.3% |
| All | -16.1% | +14.9% | -31.0% | -24.3% |
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