-5.9%
RMD vs PCOR
-14.6%
+8.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +1.2% | +22.2% | -21.0% | -2.5% |
| 30D | +2.5% | +36.0% | -33.6% | -3.2% |
| 3M | +11.5% | +34.0% | -22.5% | +5.4% |
| 6M | +14.7% | +43.5% | -28.8% | +6.4% |
| YTD | -1.3% | +5.1% | -6.4% | -4.1% |
| 1Y | -5.3% | -3.9% | -1.3% | -6.5% |
| 3Y | +68.8% | +52.9% | +15.8% | +46.7% |
| 5Y | -5.9% | -18.7% | +12.8% | -11.9% |
| All | -5.9% | -14.6% | +8.7% | -11.9% |
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