+210.7%
RMBS vs PCOR
-19.6%
+230.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +7.1% |
| 7D | -12.0% | +22.7% | -34.7% | -18.8% |
| 30D | -33.1% | +37.5% | -70.6% | -40.8% |
| 3M | -23.7% | +35.2% | -58.9% | -33.1% |
| 6M | -42.7% | +42.2% | -84.9% | -51.7% |
| YTD | -18.9% | +3.6% | -22.5% | -24.1% |
| 1Y | -30.0% | -4.8% | -25.3% | -31.7% |
| 3Y | +28.8% | +48.3% | -19.5% | +3.8% |
| All | +210.7% | -19.6% | +230.3% | +180.8% |
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