-32.4%
RBLX vs PCOR
-9.0%
-23.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.8% |
| 7D | +20.3% | +22.2% | -1.9% | +6.9% |
| 30D | +7.3% | +36.0% | -28.7% | -10.2% |
| 3M | +36.5% | +34.0% | +2.5% | +14.2% |
| 6M | +23.1% | +43.5% | -20.4% | -3.5% |
| YTD | -36.3% | +5.1% | -41.4% | -41.9% |
| 1Y | -51.7% | -3.9% | -47.8% | -53.4% |
| 3Y | +35.6% | +52.9% | -17.3% | -17.0% |
| 5Y | -52.9% | -18.7% | -34.2% | -64.5% |
| All | -32.4% | -9.0% | -23.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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