+15.6%
ROL vs PCOR
-22.6%
+38.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +11.7% | +23.7% | -12.0% | +9.5% |
| 30D | +27.7% | +39.0% | -11.3% | +23.9% |
| 3M | +3.7% | +35.8% | -32.1% | +0.6% |
| 6M | -27.8% | +38.2% | -66.0% | -30.3% |
| YTD | -34.7% | +3.9% | -38.6% | -35.6% |
| 1Y | -34.1% | +5.7% | -39.8% | -35.2% |
| 3Y | +5.9% | +44.8% | -38.9% | -2.2% |
| 5Y | +15.6% | -19.8% | +35.4% | +12.2% |
| All | +15.6% | -22.6% | +38.2% | +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