+24.3%
RMD vs PCOR
-9.0%
+33.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +1.2% | +22.2% | -21.0% | -2.3% |
| 30D | +2.5% | +36.0% | -33.6% | -2.9% |
| 3M | +11.5% | +34.0% | -22.5% | +5.7% |
| 6M | +14.7% | +43.5% | -28.8% | +6.8% |
| YTD | -1.3% | +5.1% | -6.4% | -4.0% |
| 1Y | -5.3% | -3.9% | -1.3% | -6.5% |
| 3Y | +68.8% | +52.9% | +15.8% | +48.6% |
| 5Y | -5.9% | -18.7% | +12.8% | -15.2% |
| All | +24.3% | -9.0% | +33.3% | +13.3% |
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