+35.2%
PCOR vs RY
+0.2%
+35.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +3.0% | +16.6% | +17.9% |
| 7D | +21.8% | +2.5% | +19.4% | +19.9% |
| 30D | +39.5% | +8.4% | +31.1% | +38.5% |
| 3M | +35.2% | +1.2% | +34.0% | +30.8% |
| All | +35.2% | +0.2% | +35.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3mo: compounded portfolio wealth divided by compounded RY 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…
3mo analysis · Full analysis span regression · Available span rolling