+241.0%
RVMD vs PCOR
+4.0%
+236.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +19.7% | -16.9% | -0.5% |
| 7D | +5.8% | +21.8% | -16.0% | +2.1% |
| 30D | -3.8% | +39.5% | -43.4% | -9.4% |
| 3M | +3.2% | +35.2% | -32.0% | -2.7% |
| 6M | +35.0% | +21.7% | +13.3% | +32.1% |
| YTD | +150.7% | +3.9% | +146.8% | +144.8% |
| 1Y | +241.0% | +6.9% | +234.0% | +230.2% |
| All | +241.0% | +4.0% | +236.9% | +230.2% |
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