-11.9%
PCOR vs RRX
+44.4%
-56.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.0% |
| 7D | +2.5% | +5.4% | -2.8% | +0.1% |
| 30D | +37.9% | +12.0% | +25.9% | +29.9% |
| 3M | +32.0% | +6.1% | +25.8% | +26.4% |
| 6M | +54.7% | -13.2% | +67.9% | +55.8% |
| YTD | +6.6% | +31.0% | -24.4% | -20.9% |
| 1Y | -1.7% | +38.8% | -40.4% | -30.0% |
| 3Y | +49.0% | +70.3% | -21.3% | -13.8% |
| 5Y | -12.5% | +15.5% | -28.1% | -38.0% |
| All | -11.9% | +44.4% | -56.3% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling