+226.4%
RDW vs PCOR
+49.3%
+177.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | +29.7% | +2.2% | +27.6% | +28.8% |
| 30D | -12.3% | +37.4% | -49.8% | -23.5% |
| 3M | -40.5% | +33.2% | -73.7% | -48.2% |
| 6M | -30.5% | +60.6% | -91.1% | -45.8% |
| YTD | +5.7% | +6.2% | -0.5% | +1.5% |
| 1Y | +34.5% | -1.1% | +35.6% | +35.7% |
| All | +226.4% | +49.3% | +177.2% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling