-4.8%
RMD vs PCOR
-2.3%
-2.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.3% | +22.7% | -20.4% | -0.7% |
| 30D | +4.1% | +37.5% | -33.3% | -0.2% |
| 3M | +5.7% | +35.2% | -29.5% | +1.4% |
| 6M | +12.9% | +42.2% | -29.3% | +6.3% |
| YTD | -1.5% | +3.6% | -5.1% | -5.3% |
| 1Y | -4.8% | -4.8% | 0.0% | -7.2% |
| All | -4.8% | -2.3% | -2.5% | -7.2% |
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