+508.5%
RVMD vs PCOR
-10.3%
+518.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +0.5% | +22.7% | -22.2% | -6.6% |
| 30D | -4.3% | +37.5% | -41.7% | -14.4% |
| 3M | -2.8% | +35.2% | -38.0% | -13.4% |
| 6M | +27.3% | +42.2% | -15.0% | +10.1% |
| YTD | +141.4% | +3.6% | +137.8% | +129.0% |
| 1Y | +213.3% | -4.8% | +218.0% | +206.1% |
| 3Y | +792.7% | +48.3% | +744.3% | +591.6% |
| 5Y | +470.6% | -20.1% | +490.6% | +382.7% |
| All | +508.5% | -10.3% | +518.8% | +410.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling