+309.5%
RCL vs PCOR
-7.7%
+317.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.9% |
| 7D | +0.6% | +2.5% | -1.9% | -0.3% |
| 30D | +19.4% | +37.9% | -18.5% | +6.2% |
| 3M | +9.8% | +32.0% | -22.2% | -1.7% |
| 6M | +28.6% | +54.7% | -26.1% | +7.3% |
| YTD | +22.2% | +6.6% | +15.6% | +14.5% |
| 1Y | +29.7% | -1.7% | +31.4% | +25.6% |
| 3Y | +265.3% | +49.0% | +216.3% | +185.5% |
| 5Y | +301.8% | -12.5% | +314.3% | +216.4% |
| All | +309.5% | -7.7% | +317.2% | +221.9% |
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 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