+231.7%
PM vs RPRX
+66.6%
+165.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | +5.1% | -10.0% | -5.4% |
| 30D | -3.4% | +11.2% | -14.6% | -4.6% |
| 3M | +5.2% | +16.7% | -11.5% | +3.3% |
| 6M | +3.7% | +36.0% | -32.3% | +0.2% |
| YTD | +15.8% | +67.8% | -52.0% | +9.3% |
| 1Y | +17.4% | +76.7% | -59.3% | +10.0% |
| 3Y | +116.9% | +128.1% | -11.2% | +96.4% |
| 5Y | +117.3% | +82.9% | +34.4% | +101.8% |
| All | +231.7% | +66.6% | +165.0% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling