+46.9%
PM vs RCL
+27.6%
+19.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +1.7% |
| 7D | +4.3% | +11.7% | -7.4% | +4.5% |
| 30D | +11.5% | +21.1% | -9.7% | +11.9% |
| 3M | +13.0% | +2.9% | +10.2% | +13.4% |
| 6M | +25.9% | +29.8% | -3.9% | +26.9% |
| YTD | +34.0% | +21.4% | +12.6% | +33.5% |
| 1Y | +46.9% | +32.0% | +14.9% | +43.2% |
| All | +46.9% | +27.6% | +19.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling