-13.3%
PCOR vs RUN
-80.0%
+66.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.6% | +10.3% | +1.6% |
| 7D | +20.7% | +0.3% | +20.4% | +20.4% |
| 30D | +35.7% | +14.0% | +21.7% | +32.0% |
| 3M | +31.1% | -11.8% | +42.8% | +32.7% |
| 6M | +43.1% | -40.4% | +83.5% | +53.3% |
| YTD | +4.8% | -52.7% | +57.5% | +13.5% |
| 1Y | -3.7% | -52.5% | +48.9% | +3.7% |
| 3Y | +46.5% | -7.7% | +54.3% | +4.1% |
| 5Y | -17.3% | -83.9% | +66.6% | -18.7% |
| All | -13.3% | -80.0% | +66.6% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling