-11.9%
PCOR vs RVTY
+11.8%
-23.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +2.5% | -0.7% | +3.3% | +2.7% |
| 30D | +37.9% | +1.7% | +36.1% | +35.6% |
| 3M | +32.0% | +36.8% | -4.8% | +10.3% |
| 6M | +54.7% | +60.1% | -5.4% | +17.0% |
| YTD | +6.6% | +64.0% | -57.4% | -21.7% |
| 1Y | -1.7% | +68.2% | -69.9% | -29.1% |
| 3Y | +49.0% | +88.8% | -39.8% | -5.6% |
| 5Y | -12.5% | -10.5% | -2.0% | -9.5% |
| All | -11.9% | +11.8% | -23.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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