+323.3%
RMBS vs PCOR
-9.2%
+332.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -8.4% | +20.7% | -29.1% | -14.7% |
| 30D | -24.9% | +35.7% | -60.5% | -32.8% |
| 3M | -15.8% | +31.1% | -46.8% | -24.8% |
| 6M | -37.5% | +43.1% | -80.6% | -47.0% |
| YTD | -12.1% | +4.8% | -17.0% | -17.8% |
| 1Y | -27.0% | -3.7% | -23.3% | -29.0% |
| 3Y | +28.8% | +46.5% | -17.7% | +6.1% |
| 5Y | +236.2% | -17.3% | +253.5% | +193.8% |
| All | +323.3% | -9.2% | +332.5% | +268.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling