+44.1%
PL vs RRC
+511.9%
-467.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.7% |
| 7D | +5.6% | -5.2% | +10.8% | +6.9% |
| 30D | -16.9% | +25.2% | -42.2% | -21.2% |
| 3M | -38.2% | +27.4% | -65.6% | -41.7% |
| 6M | -63.4% | +27.0% | -90.4% | -65.6% |
| YTD | -27.6% | +46.3% | -73.9% | -34.4% |
| 1Y | +6.6% | +37.1% | -30.5% | -2.3% |
| 3Y | +557.6% | +60.2% | +497.4% | +476.2% |
| 5Y | +39.5% | +136.6% | -97.2% | +14.0% |
| All | +44.1% | +511.9% | -467.8% | +19.8% |
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