+62.1%
RSP vs PCOR
-9.0%
+71.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +0.4% | +22.2% | -21.8% | -3.1% |
| 30D | +3.7% | +36.0% | -32.3% | -1.8% |
| 3M | +0.8% | +34.0% | -33.2% | -4.7% |
| 6M | +9.1% | +43.5% | -34.4% | +1.4% |
| YTD | +16.7% | +5.1% | +11.6% | +13.7% |
| 1Y | +19.7% | -3.9% | +23.6% | +18.6% |
| 3Y | +66.7% | +52.9% | +13.8% | +47.4% |
| 5Y | +48.7% | -18.7% | +67.4% | +34.4% |
| All | +62.1% | -9.0% | +71.0% | +46.8% |
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 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