+5.0%
RDW vs PCOR
-30.9%
+35.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +3.5% |
| 7D | -3.1% | -9.0% | +5.8% | +1.0% |
| 30D | -1.8% | +4.2% | -5.9% | -4.3% |
| 3M | -50.9% | +14.4% | -65.3% | -54.7% |
| 6M | +13.5% | +0.2% | +13.3% | +8.6% |
| YTD | +38.6% | -20.3% | +58.8% | +46.8% |
| 1Y | +28.3% | -16.1% | +44.4% | +30.4% |
| 3Y | +217.2% | -14.7% | +231.9% | +210.0% |
| 5Y | -14.0% | -43.2% | +29.2% | -15.7% |
| All | +5.0% | -30.9% | +35.9% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling