-40.7%
PCOR vs RRX
+19.7%
-60.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -6.9% | +4.3% | -11.2% | -8.7% |
| 30D | -1.5% | -8.0% | +6.5% | +1.8% |
| 3M | +18.5% | -22.0% | +40.5% | +27.6% |
| 6M | -4.7% | -11.9% | +7.2% | -8.2% |
| YTD | -22.8% | +17.1% | -39.9% | -39.4% |
| 1Y | -20.7% | +14.9% | -35.6% | -37.7% |
| 3Y | -14.6% | +6.9% | -21.4% | -33.7% |
| 5Y | -40.7% | +19.6% | -60.3% | -58.5% |
| All | -40.7% | +19.7% | -60.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling