+55.4%
RGTI vs PCOR
-30.9%
+86.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +2.7% |
| 7D | -2.5% | -9.0% | +6.5% | +3.1% |
| 30D | -9.4% | +4.2% | -13.6% | -12.3% |
| 3M | -37.1% | +14.4% | -51.5% | -43.3% |
| 6M | -14.4% | +0.2% | -14.6% | -19.3% |
| YTD | -31.4% | -20.3% | -11.1% | -25.7% |
| 1Y | +0.5% | -16.1% | +16.7% | +4.9% |
| 3Y | +726.1% | -14.7% | +740.8% | +749.4% |
| 5Y | +56.2% | -43.2% | +99.4% | +53.1% |
| All | +55.4% | -30.9% | +86.4% | +53.0% |
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