+12.4%
ROP vs PCOR
-9.2%
+21.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +0.2% | +20.7% | -20.5% | -3.7% |
| 30D | +30.3% | +35.7% | -5.4% | +22.4% |
| 3M | +17.8% | +31.1% | -13.3% | +11.2% |
| 6M | +38.9% | +43.1% | -4.2% | +28.3% |
| YTD | +7.6% | +4.8% | +2.8% | +4.1% |
| 1Y | +6.5% | -3.7% | +10.2% | +4.4% |
| 3Y | -6.3% | +46.5% | -52.8% | -16.2% |
| 5Y | +0.9% | -17.3% | +18.2% | -7.8% |
| All | +12.4% | -9.2% | +21.6% | +3.1% |
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