-0.6%
ROP vs PCOR
+44.3%
-44.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +9.2% | +23.7% | -14.5% | +3.4% |
| 30D | +35.5% | +39.0% | -3.5% | +24.8% |
| 3M | +24.4% | +35.8% | -11.3% | +15.0% |
| 6M | +38.0% | +38.2% | -0.2% | +26.0% |
| YTD | +11.1% | +3.9% | +7.1% | +6.1% |
| 1Y | +10.9% | +5.7% | +5.2% | +5.4% |
| All | -0.6% | +44.3% | -44.9% | -9.8% |
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