+57.0%
RGTI vs PCOR
-42.7%
+99.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -1.3% |
| 7D | +2.5% | -9.0% | +11.5% | +8.5% |
| 30D | -13.7% | -7.0% | -6.7% | -10.5% |
| 3M | -22.6% | +18.3% | -40.9% | -32.7% |
| 6M | -13.4% | -7.8% | -5.6% | -14.3% |
| YTD | -31.2% | -25.6% | -5.6% | -22.0% |
| 1Y | -7.6% | -22.7% | +15.1% | +1.5% |
| 3Y | +669.7% | -17.7% | +687.4% | +704.8% |
| 5Y | +57.0% | -42.0% | +99.1% | +62.3% |
| All | +57.0% | -42.7% | +99.7% | +62.3% |
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