+21.1%
PL vs RRC
+110.6%
-89.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +11.2% |
| 7D | -6.8% | -10.8% | +4.0% | -3.9% |
| 30D | -29.3% | +22.3% | -51.6% | -33.4% |
| 3M | -44.8% | +26.6% | -71.4% | -48.6% |
| 6M | -68.4% | +18.9% | -87.3% | -70.1% |
| YTD | -36.4% | +39.2% | -75.6% | -42.9% |
| 1Y | +0.7% | +34.0% | -33.2% | -9.1% |
| 3Y | +455.3% | +42.0% | +413.3% | +383.7% |
| All | +21.1% | +110.6% | -89.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling