+20.4%
RMD vs PCOR
-30.9%
+51.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.3% |
| 7D | -5.0% | -9.0% | +4.0% | -3.5% |
| 30D | +2.2% | +4.2% | -1.9% | +1.4% |
| 3M | +17.8% | +14.4% | +3.4% | +14.8% |
| 6M | -11.3% | +0.2% | -11.5% | -12.4% |
| YTD | -4.4% | -20.3% | +15.8% | -2.3% |
| 1Y | -15.7% | -16.1% | +0.4% | -14.9% |
| 3Y | +47.7% | -14.7% | +62.5% | +44.0% |
| 5Y | -19.2% | -43.2% | +23.9% | -23.2% |
| All | +20.4% | -30.9% | +51.4% | +15.4% |
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