+125.1%
PM vs RPRX
+74.2%
+50.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +2.0% |
| 7D | -1.3% | -2.8% | +1.5% | -0.9% |
| 30D | -2.6% | +7.2% | -9.7% | -3.7% |
| 3M | +5.8% | +10.9% | -5.1% | +4.0% |
| 6M | +10.6% | +34.6% | -24.0% | +5.6% |
| YTD | +17.2% | +59.0% | -41.8% | +9.3% |
| 1Y | +17.6% | +72.5% | -54.9% | +8.1% |
| 3Y | +124.3% | +124.1% | +0.2% | +95.6% |
| 5Y | +125.1% | +75.9% | +49.1% | +107.4% |
| All | +125.1% | +74.2% | +50.9% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling