We introduce a family of stochastic processes on the integers, depending on a parameter p∈[0,1] and interpolating between the deterministic rotor walk (p=0) and the simple random walk (p=1/2). This p‐rotor walk is not a Markov chain but it has a local Markov property: for each x∈ℤ the sequence of successive exits from x is a Markov chain. The main result of this paper identifies the scaling limit of the p‐rotor walk with two‐sided i.i.d. initial rotors. The limiting process takes the form 1−ppX(t), where X is a doubly perturbed Brownian motion, that is, it satisfies the implicit equation
X
(
t
)
=
B
(
t
)
+
a
sup
s
≤
t
X
(
s
)
+
b
inf
s
≤
t
X
(
s
)
for all t∈[0,∞). Here B(t) is a standard Brownian motion and a,b<1 are constants depending on the marginals of the initial rotors on ℕ and −ℕ respectively. Chaumont and Doney have shown that Equation 1 has a pathwise unique solution X(t), and that the solution is almost surely continuous and adapted to the natural filtration of the Brownian motion. Moreover, limsupX(t)=+∞ and liminfX(t)=−∞. This last result, together with the main result of this paper, implies that the p‐rotor walk is recurrent for any two‐sided i.i.d. initial rotors and any 0