+307.1%
RCL vs PCOR
-10.0%
+317.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +19.7% | -13.3% | -0.5% |
| 7D | +11.7% | +21.8% | -10.2% | +3.8% |
| 30D | +21.1% | +39.5% | -18.4% | +7.2% |
| 3M | +2.9% | +35.2% | -32.4% | -8.7% |
| 6M | +29.8% | +21.7% | +8.1% | +17.7% |
| YTD | +21.4% | +3.9% | +17.5% | +14.8% |
| 1Y | +32.0% | +6.9% | +25.1% | +22.6% |
| 3Y | +273.1% | +44.8% | +228.3% | +194.4% |
| 5Y | +288.4% | -21.9% | +310.3% | +207.4% |
| All | +307.1% | -10.0% | +317.1% | +222.8% |
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