+140.1%
RBRK vs PCOR
-22.6%
+162.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.6% | -0.8% |
| 7D | +1.9% | -9.0% | +10.9% | +7.8% |
| 30D | -9.3% | -7.0% | -2.3% | -5.1% |
| 3M | +23.8% | +18.3% | +5.5% | +10.5% |
| 6M | +55.4% | -7.8% | +63.2% | +61.1% |
| YTD | +16.1% | -25.6% | +41.7% | +36.6% |
| 1Y | -9.8% | -22.7% | +12.9% | +3.1% |
| All | +140.1% | -22.6% | +162.7% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling