-28.6%
RDW vs PCOR
-12.9%
-15.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +29.7% | +2.2% | +27.6% | +28.6% |
| 30D | -12.3% | +37.4% | -49.8% | -25.4% |
| 3M | -40.5% | +33.2% | -73.7% | -49.6% |
| 6M | -30.5% | +60.6% | -91.1% | -47.8% |
| YTD | +5.7% | +6.2% | -0.5% | -3.9% |
| 1Y | +34.5% | -1.1% | +35.6% | +27.6% |
| 3Y | +229.1% | +48.4% | +180.7% | +141.5% |
| 5Y | -28.6% | -13.1% | -15.5% | -37.4% |
| All | -28.6% | -12.9% | -15.7% | -37.4% |
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