-6.3%
RKT vs PCOR
-43.0%
+36.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | +0.4% |
| 7D | +2.1% | -9.0% | +11.1% | +5.6% |
| 30D | +1.4% | +4.2% | -2.7% | -0.1% |
| 3M | +6.3% | +14.4% | -8.1% | +0.4% |
| 6M | -15.5% | +0.2% | -15.6% | -17.6% |
| YTD | -27.4% | -20.3% | -7.1% | -23.4% |
| 1Y | -26.6% | -16.1% | -10.4% | -24.6% |
| 3Y | +41.2% | -14.7% | +55.9% | +35.4% |
| All | -6.3% | -43.0% | +36.8% | -12.2% |
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