+32.1%
RDW vs PCOR
-24.1%
+56.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | +4.8% | -12.2% | +17.0% | +6.4% |
| 30D | -19.5% | -9.4% | -10.1% | -18.8% |
| 3M | -26.9% | +22.2% | -49.1% | -29.1% |
| 6M | +17.8% | -7.3% | +25.1% | +20.3% |
| YTD | +43.0% | -26.8% | +69.9% | +52.4% |
| 1Y | +32.1% | -22.2% | +54.3% | +41.8% |
| All | +32.1% | -24.1% | +56.2% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling