+826.4%
PM vs RCL
+1,248.9%
-422.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -6.6% | +8.5% | -15.1% | -7.6% |
| 30D | -3.4% | +20.4% | -23.9% | -5.8% |
| 3M | +5.3% | +11.0% | -5.7% | +3.7% |
| 6M | +15.5% | +24.9% | -9.3% | +11.6% |
| YTD | +24.3% | +23.9% | +0.4% | +19.1% |
| 1Y | +29.7% | +30.8% | -1.1% | +23.3% |
| 3Y | +144.9% | +270.4% | -125.5% | +97.0% |
| 5Y | +159.0% | +296.1% | -137.1% | +98.4% |
| 10Y | +250.9% | +375.0% | -124.1% | +132.5% |
| All | +826.4% | +1,248.9% | -422.4% | +351.9% |
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