+404.9%
RVMD vs PCOR
-19.9%
+424.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | -1.2% | -6.9% | +5.7% | +0.1% |
| 30D | +1.1% | -1.5% | +2.6% | +1.0% |
| 3M | +39.6% | +18.5% | +21.1% | +34.3% |
| 6M | +110.7% | -4.7% | +115.4% | +105.3% |
| YTD | +160.3% | -22.8% | +183.1% | +170.8% |
| 1Y | +404.9% | -20.7% | +425.6% | +409.6% |
| All | +404.9% | -19.9% | +424.9% | +409.6% |
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