+117.6%
RSG vs PCOR
-30.9%
+148.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.8% |
| 7D | +0.3% | -9.0% | +9.2% | +0.8% |
| 30D | +7.6% | +4.2% | +3.4% | +7.3% |
| 3M | +7.4% | +14.4% | -7.0% | +6.3% |
| 6M | -3.3% | +0.2% | -3.4% | -3.7% |
| YTD | +6.0% | -20.3% | +26.3% | +6.9% |
| 1Y | -3.7% | -16.1% | +12.5% | -3.4% |
| 3Y | +59.1% | -14.7% | +73.8% | +57.4% |
| 5Y | +89.0% | -43.2% | +132.2% | +85.3% |
| All | +117.6% | -30.9% | +148.5% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling