-9.3%
PCOR vs RUN
-85.3%
+76.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +3.0% | -13.5% | +16.6% | +5.5% |
| 30D | +38.7% | +18.3% | +20.4% | +34.0% |
| 3M | +24.9% | -12.5% | +37.3% | +26.6% |
| 6M | +68.8% | -40.3% | +109.1% | +80.8% |
| YTD | +6.7% | -53.1% | +59.8% | +15.7% |
| 1Y | +3.0% | -54.3% | +57.3% | +11.8% |
| 3Y | +48.6% | -6.5% | +55.1% | +3.0% |
| All | -9.3% | -85.3% | +76.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling