-14.6%
PCOR vs RRX
+2.4%
-17.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.4% | -4.3% |
| 7D | -9.0% | +3.4% | -12.4% | -10.0% |
| 30D | +4.2% | -11.1% | +15.3% | +8.1% |
| 3M | +14.4% | -23.7% | +38.1% | +21.9% |
| 6M | +0.2% | -22.0% | +22.2% | +2.3% |
| YTD | -20.3% | +16.5% | -36.7% | -35.9% |
| 1Y | -16.1% | +11.5% | -27.6% | -31.6% |
| All | -14.6% | +2.4% | -17.0% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling