-16.1%
PCOR vs RUN
-46.2%
+30.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.2% |
| 7D | -9.0% | +1.3% | -10.2% | -9.0% |
| 30D | +4.2% | -15.3% | +19.4% | +5.2% |
| 3M | +14.4% | -40.0% | +54.4% | +18.1% |
| 6M | +0.2% | -27.0% | +27.1% | +0.8% |
| YTD | -20.3% | -51.7% | +31.4% | -16.3% |
| 1Y | -16.1% | -45.9% | +29.8% | -10.0% |
| All | -16.1% | -46.2% | +30.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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