-3.8%
ROP vs PCOR
-30.9%
+27.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.8% |
| 7D | -4.4% | -9.0% | +4.5% | -2.7% |
| 30D | +3.2% | +4.2% | -0.9% | +2.4% |
| 3M | +23.1% | +14.4% | +8.6% | +19.4% |
| 6M | +13.3% | +0.2% | +13.1% | +11.9% |
| YTD | -7.9% | -20.3% | +12.4% | -5.6% |
| 1Y | -22.1% | -16.1% | -5.9% | -21.1% |
| 3Y | -16.8% | -14.7% | -2.1% | -18.1% |
| 5Y | -13.5% | -43.2% | +29.6% | -16.2% |
| All | -3.8% | -30.9% | +27.2% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling