+264.6%
PM vs RPRX
+81.2%
+183.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +0.5% | +3.3% | -2.8% | +0.2% |
| 30D | -3.2% | +17.9% | -21.1% | -5.1% |
| 3M | +6.2% | +19.2% | -13.0% | +4.0% |
| 6M | +7.7% | +31.7% | -24.0% | +4.2% |
| YTD | +27.3% | +82.5% | -55.2% | +18.9% |
| 1Y | +32.8% | +78.4% | -45.7% | +24.3% |
| 3Y | +150.0% | +177.0% | -26.9% | +121.3% |
| 5Y | +164.2% | +86.5% | +77.8% | +143.8% |
| All | +264.6% | +81.2% | +183.4% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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