+234.8%
RCL vs PCOR
-43.0%
+277.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +1.5% |
| 7D | -5.1% | -9.0% | +3.9% | -1.8% |
| 30D | -19.0% | +4.2% | -23.2% | -20.7% |
| 3M | -9.6% | +14.4% | -24.0% | -15.2% |
| 6M | -6.7% | +0.2% | -6.9% | -9.7% |
| YTD | -3.9% | -20.3% | +16.3% | +0.8% |
| 1Y | -25.1% | -16.1% | -9.0% | -23.9% |
| 3Y | +179.1% | -14.7% | +193.8% | +167.0% |
| All | +234.8% | -43.0% | +277.8% | +199.5% |
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