+55.0%
RGTI vs PCOR
-36.7%
+91.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | -0.1% | -12.2% | +12.0% | +7.7% |
| 30D | -16.2% | -9.4% | -6.8% | -11.9% |
| 3M | -22.0% | +22.2% | -44.2% | -33.1% |
| 6M | -10.8% | -7.3% | -3.4% | -12.0% |
| YTD | -31.6% | -26.8% | -4.7% | -22.0% |
| 1Y | -6.4% | -22.2% | +15.9% | +2.1% |
| 3Y | +665.7% | -19.1% | +684.7% | +713.1% |
| 5Y | +55.6% | -42.4% | +98.1% | +60.6% |
| All | +55.0% | -36.7% | +91.7% | +60.6% |
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