+117.4%
PM vs RCL
+249.6%
-132.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -4.9% | -5.1% | +0.2% | -4.6% |
| 30D | -3.4% | -19.0% | +15.6% | -2.3% |
| 3M | +5.2% | -9.6% | +14.8% | +5.7% |
| 6M | +3.7% | -6.7% | +10.4% | +3.8% |
| YTD | +15.8% | -3.9% | +19.7% | +15.3% |
| 1Y | +17.4% | -25.1% | +42.5% | +18.7% |
| 3Y | +116.9% | +179.1% | -62.2% | +94.4% |
| All | +117.4% | +249.6% | -132.2% | +83.5% |
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