-4.3%
RMD vs PCOR
-2.2%
-2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | +1.9% | +37.4% | -35.5% | -2.4% |
| 3M | +6.3% | +33.2% | -26.9% | +2.0% |
| 6M | +18.2% | +60.6% | -42.4% | +10.2% |
| YTD | +0.3% | +6.2% | -5.9% | -4.1% |
| 1Y | -4.3% | -1.1% | -3.2% | -7.5% |
| All | -4.3% | -2.2% | -2.0% | -7.5% |
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