-1.6%
ROL vs PCOR
-14.4%
+12.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.5% |
| 7D | -1.4% | -9.0% | +7.5% | -1.2% |
| 30D | -4.1% | +4.2% | -8.3% | -4.2% |
| 3M | -22.5% | +14.4% | -36.9% | -23.1% |
| 6M | -37.7% | +0.2% | -37.8% | -38.0% |
| YTD | -39.6% | -20.3% | -19.3% | -39.5% |
| 1Y | -36.0% | -16.1% | -19.9% | -36.1% |
| All | -1.6% | -14.4% | +12.8% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling