-27.0%
RMBS vs PCOR
-4.3%
-22.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.5% |
| 7D | -3.9% | +22.2% | -26.1% | -1.6% |
| 30D | -24.9% | +36.0% | -60.9% | -22.4% |
| 3M | -20.5% | +34.0% | -54.5% | -17.7% |
| 6M | -37.5% | +43.5% | -81.0% | -33.0% |
| YTD | -12.1% | +5.1% | -17.2% | -6.3% |
| All | -27.0% | -4.3% | -22.7% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling