+49.6%
PFE vs RRC
+63.1%
-13.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.7% | -10.3% | +5.6% | -4.1% |
| 30D | +3.4% | +19.5% | -16.1% | +2.1% |
| 3M | +9.2% | +27.9% | -18.7% | +7.4% |
| 6M | +15.8% | +21.2% | -5.3% | +14.2% |
| YTD | +23.4% | +39.6% | -16.1% | +20.4% |
| 1Y | +25.8% | +31.3% | -5.5% | +23.2% |
| 3Y | +17.8% | +51.9% | -34.1% | +13.6% |
| 5Y | -20.2% | +110.2% | -130.3% | -25.8% |
| 10Y | +49.6% | +56.7% | -7.1% | +17.1% |
| All | +49.6% | +63.1% | -13.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling