+219.8%
PM vs RKT
-8.7%
+228.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | -1.3% | +6.0% | -7.3% | -1.5% |
| 30D | -2.6% | +0.7% | -3.2% | -2.6% |
| 3M | +5.8% | +11.8% | -6.0% | +5.3% |
| 6M | +10.6% | -7.6% | +18.2% | +10.5% |
| YTD | +17.2% | -28.7% | +45.8% | +17.9% |
| 1Y | +17.6% | -32.6% | +50.2% | +18.5% |
| 3Y | +124.3% | +42.1% | +82.2% | +117.9% |
| 5Y | +125.1% | -7.2% | +132.2% | +117.0% |
| All | +219.8% | -8.7% | +228.5% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling