+216.0%
PM vs RKT
-7.0%
+223.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.9% |
| 7D | -4.9% | +2.1% | -7.0% | -4.9% |
| 30D | -3.4% | +1.4% | -4.8% | -3.5% |
| 3M | +5.2% | +6.3% | -1.1% | +4.9% |
| 6M | +3.7% | -15.5% | +19.2% | +4.0% |
| YTD | +15.8% | -27.4% | +43.1% | +16.5% |
| 1Y | +17.4% | -26.6% | +43.9% | +17.9% |
| 3Y | +116.9% | +41.2% | +75.7% | +110.8% |
| 5Y | +117.3% | -6.4% | +123.7% | +109.4% |
| All | +216.0% | -7.0% | +223.1% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling