+11.1%
PL vs RRC
+129.3%
-118.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.7% | -6.5% | -9.1% |
| 7D | -20.5% | -6.9% | -13.7% | -18.9% |
| 30D | -38.8% | +25.4% | -64.2% | -42.6% |
| 3M | -49.1% | +31.9% | -81.0% | -53.1% |
| 6M | -69.4% | +17.2% | -86.6% | -70.9% |
| YTD | -42.3% | +43.4% | -85.7% | -48.7% |
| 1Y | -14.2% | +36.7% | -50.9% | -22.9% |
| 3Y | +398.7% | +38.8% | +359.8% | +337.0% |
| 5Y | +11.1% | +118.3% | -107.1% | -20.1% |
| All | +11.1% | +129.3% | -118.2% | -20.1% |
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 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