+162.6%
PM vs RKT
-7.1%
+169.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | -9.0% | +9.5% | +1.0% |
| 30D | -3.2% | +30.2% | -33.4% | -4.5% |
| 3M | +6.2% | -8.8% | +15.1% | +6.6% |
| 6M | +7.7% | -0.9% | +8.6% | +7.4% |
| YTD | +27.3% | -29.2% | +56.5% | +28.6% |
| 1Y | +32.8% | -20.1% | +52.8% | +33.2% |
| 3Y | +150.0% | +81.3% | +68.7% | +129.8% |
| All | +162.6% | -7.1% | +169.6% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling