-14.4%
PCOR vs RUN
-77.0%
+62.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +22.7% | +33.4% | -10.7% | +16.5% |
| 30D | +37.5% | +31.1% | +6.3% | +30.7% |
| 3M | +35.2% | +6.4% | +28.8% | +32.6% |
| 6M | +42.2% | -22.2% | +64.5% | +45.5% |
| YTD | +3.6% | -45.8% | +49.3% | +9.6% |
| 1Y | -4.8% | -51.1% | +46.4% | +1.9% |
| 3Y | +48.3% | -3.0% | +51.4% | +5.7% |
| 5Y | -20.1% | -82.2% | +62.2% | -22.7% |
| All | -14.4% | -77.0% | +62.6% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling