+60.0%
RSP vs PCOR
-30.9%
+91.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.2% |
| 7D | -0.8% | -9.0% | +8.2% | +0.8% |
| 30D | -0.3% | +4.2% | -4.5% | -1.2% |
| 3M | +4.3% | +14.4% | -10.1% | +1.4% |
| 6M | +8.8% | +0.2% | +8.6% | +7.4% |
| YTD | +15.3% | -20.3% | +35.5% | +18.1% |
| 1Y | +18.3% | -16.1% | +34.4% | +19.6% |
| 3Y | +52.8% | -14.7% | +67.5% | +49.6% |
| 5Y | +51.7% | -43.2% | +94.9% | +44.3% |
| All | +60.0% | -30.9% | +91.0% | +52.5% |
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 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