+141.9%
RSG vs PCOR
-9.0%
+150.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +0.3% | +22.2% | -21.9% | -1.0% |
| 30D | +13.8% | +36.0% | -22.2% | +11.5% |
| 3M | +15.4% | +34.0% | -18.6% | +13.0% |
| 6M | +24.1% | +43.5% | -19.4% | +20.7% |
| YTD | +17.8% | +5.1% | +12.7% | +16.6% |
| 1Y | +21.5% | -3.9% | +25.4% | +20.9% |
| 3Y | +63.3% | +52.9% | +10.4% | +55.2% |
| 5Y | +97.3% | -18.7% | +115.9% | +89.1% |
| All | +141.9% | -9.0% | +150.9% | +132.9% |
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