-16.7%
RDW vs PCOR
-42.7%
+26.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -3.0% |
| 7D | +3.6% | -9.0% | +12.6% | +8.1% |
| 30D | -18.4% | -7.0% | -11.5% | -16.4% |
| 3M | -32.1% | +18.3% | -50.4% | -39.0% |
| 6M | +10.9% | -7.8% | +18.7% | +10.2% |
| YTD | +40.8% | -25.6% | +66.4% | +54.3% |
| 1Y | +31.1% | -22.7% | +53.8% | +38.5% |
| 3Y | +245.2% | -17.7% | +262.8% | +240.3% |
| 5Y | -16.7% | -42.0% | +25.3% | -17.0% |
| All | -16.7% | -42.7% | +26.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling