+58.5%
RSP vs PCOR
-10.3%
+68.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.0% | +22.7% | -23.8% | -4.6% |
| 30D | +2.6% | +37.5% | -34.9% | -3.0% |
| 3M | -0.8% | +35.2% | -36.0% | -6.3% |
| 6M | +6.3% | +42.2% | -36.0% | -1.1% |
| YTD | +14.1% | +3.6% | +10.6% | +11.5% |
| 1Y | +18.0% | -4.8% | +22.8% | +17.1% |
| 3Y | +61.0% | +48.3% | +12.7% | +43.0% |
| 5Y | +45.6% | -20.1% | +65.7% | +31.9% |
| All | +58.5% | -10.3% | +68.8% | +43.9% |
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