+8.4%
RDW vs PCOR
-36.7%
+45.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | +4.8% | -12.2% | +17.0% | +11.0% |
| 30D | -19.5% | -9.4% | -10.1% | -16.6% |
| 3M | -26.9% | +22.2% | -49.1% | -35.3% |
| 6M | +17.8% | -7.3% | +25.1% | +16.6% |
| YTD | +43.0% | -26.8% | +69.9% | +57.4% |
| 1Y | +32.1% | -22.2% | +54.3% | +38.7% |
| 3Y | +250.6% | -19.1% | +269.7% | +249.9% |
| 5Y | -6.6% | -42.4% | +35.8% | -6.3% |
| All | +8.4% | -36.7% | +45.0% | +9.3% |
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