-13.1%
PCOR vs RRX
+42.9%
-56.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.9% | -5.4% | -1.3% |
| 7D | +22.2% | +12.3% | +9.9% | +15.4% |
| 30D | +36.0% | +9.5% | +26.5% | +29.3% |
| 3M | +34.0% | +1.8% | +32.2% | +30.6% |
| 6M | +43.5% | -15.3% | +58.8% | +46.2% |
| YTD | +5.1% | +29.6% | -24.5% | -21.7% |
| 1Y | -3.9% | +34.1% | -38.0% | -30.3% |
| 3Y | +52.9% | +74.0% | -21.1% | -13.0% |
| 5Y | -18.7% | +14.7% | -33.4% | -42.2% |
| All | -13.1% | +42.9% | -56.0% | -43.5% |
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