+168.1%
PM vs RCL
+247.7%
-79.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | -5.2% | +6.5% | -11.7% | -5.5% |
| 30D | +2.7% | +15.9% | -13.2% | +1.9% |
| 3M | +6.1% | +2.7% | +3.5% | +6.0% |
| 6M | +18.0% | +15.2% | +2.8% | +17.0% |
| YTD | +26.6% | +19.2% | +7.3% | +24.7% |
| 1Y | +36.7% | +31.6% | +5.1% | +33.7% |
| 3Y | +146.0% | +274.2% | -128.2% | +117.3% |
| All | +168.1% | +247.7% | -79.6% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling