-12.5%
PCOR vs RUN
-83.2%
+70.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | +0.9% |
| 7D | +2.5% | +3.2% | -0.6% | +1.7% |
| 30D | +37.9% | +19.5% | +18.4% | +33.0% |
| 3M | +32.0% | -9.6% | +41.5% | +33.1% |
| 6M | +54.7% | -37.3% | +92.0% | +64.4% |
| YTD | +6.6% | -50.7% | +57.3% | +14.6% |
| 1Y | -1.7% | -54.1% | +52.4% | +6.8% |
| 3Y | +49.0% | -3.9% | +52.9% | +3.1% |
| 5Y | -12.5% | -84.4% | +71.8% | +18.8% |
| All | -12.5% | -83.2% | +70.7% | +18.8% |
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