+582.3%
RVMD vs PCOR
-43.0%
+625.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +1.1% |
| 7D | +1.0% | -9.0% | +10.0% | +4.3% |
| 30D | +6.4% | +4.2% | +2.3% | +4.4% |
| 3M | +34.9% | +14.4% | +20.5% | +26.8% |
| 6M | +107.6% | +0.2% | +107.4% | +102.1% |
| YTD | +163.7% | -20.3% | +183.9% | +176.1% |
| 1Y | +439.2% | -16.1% | +455.3% | +449.3% |
| 3Y | +499.2% | -14.7% | +513.9% | +466.3% |
| All | +582.3% | -43.0% | +625.4% | +561.0% |
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