+26.8%
PL vs RRC
+482.3%
-455.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +11.0% |
| 7D | -6.8% | -10.8% | +4.0% | -4.5% |
| 30D | -29.3% | +22.3% | -51.6% | -32.6% |
| 3M | -44.8% | +26.6% | -71.4% | -47.8% |
| 6M | -68.4% | +18.9% | -87.3% | -69.8% |
| YTD | -36.4% | +39.2% | -75.6% | -41.7% |
| 1Y | +0.7% | +34.0% | -33.2% | -7.2% |
| 3Y | +455.3% | +42.0% | +413.3% | +398.5% |
| 5Y | +22.7% | +111.9% | -89.2% | +1.4% |
| All | +26.8% | +482.3% | -455.5% | +6.5% |
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