+311.7%
RCL vs PCOR
-9.0%
+320.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.5% |
| 7D | +5.0% | +22.2% | -17.2% | -2.5% |
| 30D | +19.4% | +36.0% | -16.6% | +6.7% |
| 3M | +5.9% | +34.0% | -28.1% | -5.7% |
| 6M | +23.8% | +43.5% | -19.7% | +6.2% |
| YTD | +22.8% | +5.1% | +17.7% | +15.6% |
| 1Y | +34.3% | -3.9% | +38.2% | +31.1% |
| 3Y | +276.4% | +52.9% | +223.5% | +190.8% |
| 5Y | +281.6% | -18.7% | +300.2% | +201.3% |
| All | +311.7% | -9.0% | +320.7% | +225.2% |
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