+97.4%
RSG vs PCOR
-19.6%
+117.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +1.2% | +22.7% | -21.6% | -0.3% |
| 30D | +14.2% | +37.5% | -23.3% | +11.7% |
| 3M | +18.2% | +35.2% | -17.0% | +15.6% |
| 6M | +24.4% | +42.2% | -17.9% | +21.0% |
| YTD | +17.9% | +3.6% | +14.3% | +16.7% |
| 1Y | +22.3% | -4.8% | +27.1% | +21.8% |
| 3Y | +65.1% | +48.3% | +16.8% | +57.0% |
| All | +97.4% | -19.6% | +117.1% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling