+140.3%
RBRK vs PCOR
-24.0%
+164.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.1% |
| 7D | -3.5% | -12.2% | +8.7% | +4.3% |
| 30D | -8.3% | -9.4% | +1.1% | -2.4% |
| 3M | +24.7% | +22.2% | +2.5% | +9.1% |
| 6M | +58.9% | -7.3% | +66.2% | +64.2% |
| YTD | +16.3% | -26.8% | +43.1% | +38.1% |
| 1Y | +10.1% | -22.2% | +32.4% | +25.1% |
| All | +140.3% | -24.0% | +164.3% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling