-3.2%
ROP vs PCOR
+43.8%
-47.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.8% |
| 7D | +2.1% | +22.7% | -20.6% | -3.1% |
| 30D | +32.9% | +37.5% | -4.5% | +22.8% |
| 3M | +20.3% | +35.2% | -14.9% | +11.3% |
| 6M | +36.8% | +42.2% | -5.5% | +24.1% |
| YTD | +8.1% | +3.6% | +4.5% | +3.3% |
| 1Y | +8.3% | -4.8% | +13.0% | +5.0% |
| 3Y | -3.2% | +48.3% | -51.6% | -12.2% |
| All | -3.2% | +43.8% | -47.0% | -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 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