+3.7%
PM vs RCL
-11.8%
+15.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -4.9% | -5.1% | +0.2% | -5.0% |
| 30D | -3.4% | -19.0% | +15.6% | -4.1% |
| 3M | +5.2% | -9.6% | +14.8% | +5.3% |
| 6M | +3.7% | -6.7% | +10.4% | +4.6% |
| All | +3.7% | -11.8% | +15.5% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling