+245.3%
RCL vs PCOR
-22.6%
+267.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +3.9% | +23.7% | -19.8% | -4.6% |
| 30D | +11.8% | +39.0% | -27.2% | -2.1% |
| 3M | -0.8% | +35.8% | -36.6% | -13.2% |
| 6M | +23.6% | +38.2% | -14.6% | +5.9% |
| YTD | +17.6% | +3.9% | +13.7% | +10.6% |
| 1Y | +28.3% | +5.7% | +22.6% | +19.0% |
| 3Y | +261.4% | +44.8% | +216.7% | +174.3% |
| 5Y | +245.3% | -19.8% | +265.1% | +214.1% |
| All | +245.3% | -22.6% | +267.9% | +214.1% |
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