+347.9%
RMBS vs PCOR
-30.9%
+378.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +2.8% |
| 7D | -0.3% | -9.0% | +8.6% | +2.9% |
| 30D | -12.2% | +4.2% | -16.3% | -14.0% |
| 3M | -49.5% | +14.4% | -64.0% | -52.7% |
| 6M | -7.1% | +0.2% | -7.3% | -11.4% |
| YTD | -7.0% | -20.3% | +13.3% | -3.2% |
| 1Y | +13.3% | -16.1% | +29.5% | +15.2% |
| 3Y | +49.2% | -14.7% | +64.0% | +48.0% |
| 5Y | +250.0% | -43.2% | +293.1% | +245.6% |
| All | +347.9% | -30.9% | +378.8% | +334.8% |
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 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