+117.3%
RSG vs PCOR
-35.6%
+152.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.6% |
| 7D | 0.0% | -9.0% | +9.0% | +0.5% |
| 30D | +3.7% | -7.0% | +10.6% | +4.1% |
| 3M | +6.2% | +18.3% | -12.2% | +4.8% |
| 6M | -2.8% | -7.8% | +5.0% | -2.8% |
| YTD | +5.9% | -25.6% | +31.5% | +7.2% |
| 1Y | -1.8% | -22.7% | +20.9% | -1.0% |
| 3Y | +57.5% | -17.7% | +75.2% | +56.1% |
| 5Y | +91.1% | -42.0% | +133.1% | +87.5% |
| All | +117.3% | -35.6% | +152.9% | +114.2% |
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 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