+249.8%
RDW vs PCOR
-15.1%
+264.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.2% | +9.8% | +7.9% |
| 7D | +9.5% | -6.9% | +16.4% | +12.4% |
| 30D | -17.4% | -1.5% | -15.8% | -17.6% |
| 3M | -39.5% | +18.5% | -58.0% | -44.6% |
| 6M | +31.3% | -4.7% | +36.0% | +30.2% |
| YTD | +47.8% | -22.8% | +70.5% | +61.7% |
| 1Y | +33.8% | -20.7% | +54.6% | +42.1% |
| All | +249.8% | -15.1% | +264.9% | +268.3% |
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 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