+26.2%
RMD vs PCOR
-10.0%
+36.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.3% | +23.7% | -29.0% | -8.8% |
| 30D | +8.4% | +39.0% | -30.6% | +2.4% |
| 3M | +7.1% | +35.8% | -28.6% | +1.3% |
| 6M | +15.8% | +38.2% | -22.4% | +8.5% |
| YTD | +0.2% | +3.9% | -3.8% | -2.4% |
| 1Y | -1.4% | +5.7% | -7.1% | -4.3% |
| 3Y | +61.3% | +44.8% | +16.5% | +43.4% |
| 5Y | -3.9% | -19.8% | +15.9% | -13.2% |
| All | +26.2% | -10.0% | +36.2% | +15.2% |
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 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