+99.1%
RSG vs PCOR
-11.9%
+111.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 3M | +17.9% | +24.9% | -6.9% | +16.0% |
| 6M | +25.0% | +68.8% | -43.8% | +20.3% |
| YTD | +20.8% | +6.7% | +14.1% | +19.4% |
| 1Y | +24.3% | +3.0% | +21.3% | +23.1% |
| 3Y | +65.3% | +48.6% | +16.6% | +57.1% |
| All | +99.1% | -11.9% | +111.0% | +90.5% |
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