+147.6%
RBRK vs PCOR
-19.7%
+167.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.2% |
| 7D | +3.7% | -6.9% | +10.6% | +8.2% |
| 30D | +1.7% | -1.5% | +3.3% | +2.9% |
| 3M | +27.7% | +18.5% | +9.2% | +14.0% |
| 6M | +60.3% | -4.7% | +64.9% | +62.8% |
| YTD | +19.8% | -22.8% | +42.6% | +37.7% |
| 1Y | -4.2% | -20.7% | +16.6% | +7.9% |
| All | +147.6% | -19.7% | +167.4% | +181.3% |
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 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