+442.1%
RVMD vs PCOR
-11.9%
+454.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -10.4% | +3.0% | -13.4% | -11.4% |
| 30D | -11.0% | +38.7% | -49.7% | -21.2% |
| 3M | -14.7% | +24.9% | -39.6% | -22.2% |
| 6M | +14.9% | +68.8% | -53.9% | -7.4% |
| YTD | +116.3% | +6.7% | +109.6% | +102.5% |
| 1Y | +167.6% | +3.0% | +164.6% | +153.7% |
| 3Y | +776.8% | +48.6% | +728.2% | +561.9% |
| All | +442.1% | -11.9% | +454.0% | +383.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling