+564.6%
RVMD vs PCOR
-30.9%
+595.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +1.0% |
| 7D | +1.0% | -9.0% | +10.0% | +4.2% |
| 30D | +6.4% | +4.2% | +2.3% | +4.5% |
| 3M | +34.9% | +14.4% | +20.5% | +27.1% |
| 6M | +107.6% | +0.2% | +107.4% | +102.3% |
| YTD | +163.7% | -20.3% | +183.9% | +175.5% |
| 1Y | +439.2% | -16.1% | +455.3% | +449.0% |
| 3Y | +499.2% | -14.7% | +513.9% | +469.6% |
| 5Y | +621.7% | -43.2% | +664.9% | +571.8% |
| All | +564.6% | -30.9% | +595.6% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling