+16.8%
PM vs RKT
-33.8%
+50.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | -1.2% | -1.0% | -0.2% | -1.2% |
| 30D | -0.2% | -2.4% | +2.2% | -0.1% |
| 3M | +4.9% | +1.9% | +3.0% | +4.8% |
| 6M | +9.0% | -13.9% | +22.9% | +9.6% |
| YTD | +17.8% | -30.6% | +48.4% | +19.2% |
| 1Y | +16.8% | -34.4% | +51.2% | +17.4% |
| All | +16.8% | -33.8% | +50.6% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling