+65.3%
RSG vs PCOR
+50.0%
+15.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.5% | +3.0% | -0.6% | +2.3% |
| 30D | +12.7% | +38.7% | -26.0% | +10.7% |
| 3M | +17.9% | +24.9% | -6.9% | +16.3% |
| 6M | +25.0% | +68.8% | -43.8% | +21.2% |
| YTD | +20.8% | +6.7% | +14.1% | +19.6% |
| 1Y | +24.3% | +3.0% | +21.3% | +23.3% |
| 3Y | +65.3% | +48.6% | +16.6% | +65.2% |
| All | +65.3% | +50.0% | +15.2% | +65.2% |
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 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