-43.3%
RBLX vs PCOR
-30.9%
-12.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +6.7% |
| 7D | +12.4% | -9.0% | +21.4% | +18.1% |
| 30D | +19.7% | +4.2% | +15.5% | +16.2% |
| 3M | -0.1% | +14.4% | -14.5% | -9.7% |
| 6M | -35.7% | +0.2% | -35.9% | -38.9% |
| YTD | -46.6% | -20.3% | -26.3% | -42.7% |
| 1Y | -66.6% | -16.1% | -50.5% | -66.0% |
| 3Y | +52.3% | -14.7% | +67.0% | +34.6% |
| 5Y | -47.7% | -43.2% | -4.6% | -54.1% |
| All | -43.3% | -30.9% | -12.3% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling