+19.5%
ROL vs PCOR
-7.6%
+27.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +3.0% | +3.0% | -0.1% | +2.7% |
| 30D | +19.8% | +38.7% | -18.9% | +15.9% |
| 3M | +7.9% | +24.9% | -17.0% | +5.3% |
| 6M | -25.6% | +68.8% | -94.4% | -29.7% |
| YTD | -34.1% | +6.7% | -40.9% | -35.3% |
| 1Y | -31.4% | +3.0% | -34.4% | -32.4% |
| 3Y | +4.7% | +48.6% | -43.9% | -3.9% |
| 5Y | +15.6% | -12.7% | +28.3% | +11.2% |
| All | +19.5% | -7.6% | +27.1% | +14.9% |
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 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