-34.1%
PCOR vs RVTY
-8.0%
-26.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -3.9% | -4.1% |
| 7D | -9.0% | +1.1% | -10.1% | -9.5% |
| 30D | +4.2% | +13.2% | -9.0% | -2.5% |
| 3M | +14.4% | +27.2% | -12.8% | -0.5% |
| 6M | +0.2% | +32.4% | -32.2% | -16.3% |
| YTD | -20.3% | +34.9% | -55.1% | -34.2% |
| 1Y | -16.1% | +52.4% | -68.5% | -36.4% |
| 3Y | -14.7% | +12.3% | -27.0% | -24.7% |
| 5Y | -43.2% | -30.8% | -12.3% | -32.6% |
| All | -34.1% | -8.0% | -26.0% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling