-2.2%
RKT vs PCOR
-10.0%
+7.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +24.3% | +23.7% | +0.6% | +15.2% |
| 30D | +27.9% | +39.0% | -11.1% | +13.8% |
| 3M | +6.9% | +35.8% | -28.8% | -4.4% |
| 6M | +5.2% | +38.2% | -33.1% | -7.6% |
| YTD | -23.5% | +3.9% | -27.4% | -26.9% |
| 1Y | -9.1% | +5.7% | -14.8% | -14.0% |
| 3Y | +81.5% | +44.8% | +36.7% | +44.3% |
| 5Y | -2.0% | -19.8% | +17.8% | -18.8% |
| All | -2.2% | -10.0% | +7.8% | -19.9% |
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