+222.1%
RCL vs PCOR
-30.9%
+253.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +1.4% |
| 7D | -5.1% | -9.0% | +3.9% | -1.9% |
| 30D | -19.0% | +4.2% | -23.2% | -20.6% |
| 3M | -9.6% | +14.4% | -24.0% | -14.9% |
| 6M | -6.7% | +0.2% | -6.9% | -9.6% |
| YTD | -3.9% | -20.3% | +16.3% | +0.5% |
| 1Y | -25.1% | -16.1% | -9.0% | -23.9% |
| 3Y | +179.1% | -14.7% | +193.8% | +168.7% |
| 5Y | +243.3% | -43.2% | +286.5% | +199.3% |
| All | +222.1% | -30.9% | +253.0% | +182.8% |
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