+259.8%
PM vs RPRX
+82.4%
+177.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -7.1% | +3.6% | -10.7% | -7.5% |
| 30D | -2.8% | +21.2% | -24.0% | -4.9% |
| 3M | +6.3% | +21.6% | -15.3% | +3.8% |
| 6M | +9.6% | +36.7% | -27.0% | +5.7% |
| YTD | +25.6% | +83.7% | -58.1% | +17.3% |
| 1Y | +29.7% | +83.2% | -53.5% | +21.1% |
| 3Y | +147.6% | +177.7% | -30.1% | +119.1% |
| 5Y | +160.1% | +95.8% | +64.3% | +139.3% |
| All | +259.8% | +82.4% | +177.4% | +230.1% |
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