+254.2%
RMBS vs PCOR
-12.9%
+267.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +21.9% | +2.2% | +19.8% | +21.1% |
| 30D | -13.4% | +37.4% | -50.9% | -23.3% |
| 3M | -15.9% | +33.2% | -49.1% | -25.6% |
| 6M | -34.8% | +60.6% | -95.4% | -47.5% |
| YTD | -7.5% | +6.2% | -13.7% | -14.1% |
| 1Y | -16.9% | -1.1% | -15.8% | -20.0% |
| 3Y | +35.5% | +48.4% | -12.9% | +9.3% |
| 5Y | +254.2% | -13.1% | +267.3% | +215.4% |
| All | +254.2% | -12.9% | +267.1% | +215.4% |
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