-20.1%
PCOR vs RVTY
-7.4%
-12.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.7% |
| 7D | +22.7% | -1.2% | +23.9% | +22.7% |
| 30D | +37.5% | +1.0% | +36.4% | +35.7% |
| 3M | +35.2% | +35.8% | -0.6% | +13.3% |
| 6M | +42.2% | +56.7% | -14.5% | +8.7% |
| YTD | +3.6% | +60.7% | -57.2% | -23.2% |
| 1Y | -4.8% | +73.7% | -78.4% | -32.9% |
| 3Y | +48.3% | +82.8% | -34.4% | -4.8% |
| All | -20.1% | -7.4% | -12.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling