+763.1%
PM vs RCL
+946.3%
-183.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -4.9% | -5.1% | +0.2% | -4.2% |
| 30D | -3.4% | -19.0% | +15.6% | -0.8% |
| 3M | +5.2% | -9.6% | +14.8% | +6.2% |
| 6M | +3.7% | -6.7% | +10.4% | +3.9% |
| YTD | +15.8% | -3.9% | +19.7% | +14.8% |
| 1Y | +17.4% | -25.1% | +42.5% | +20.0% |
| 3Y | +116.9% | +179.1% | -62.2% | +81.1% |
| 5Y | +117.3% | +243.3% | -126.0% | +69.3% |
| 10Y | +193.8% | +325.8% | -132.0% | +96.5% |
| All | +763.1% | +946.3% | -183.2% | +335.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling