+148.0%
RSG vs PCOR
-8.1%
+156.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +1.4% | +2.2% | -0.7% | +1.3% |
| 30D | +15.0% | +37.4% | -22.4% | +12.6% |
| 3M | +18.5% | +33.2% | -14.7% | +16.1% |
| 6M | +25.8% | +60.6% | -34.8% | +21.5% |
| YTD | +20.8% | +6.2% | +14.6% | +19.4% |
| 1Y | +24.8% | -1.1% | +25.9% | +23.9% |
| 3Y | +65.9% | +48.4% | +17.5% | +58.1% |
| 5Y | +99.1% | -13.1% | +112.2% | +90.2% |
| All | +148.0% | -8.1% | +156.0% | +138.6% |
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