+234.7%
PM vs RRC
+63.1%
+171.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -7.3% | -10.3% | +3.0% | -6.6% |
| 30D | -4.0% | +19.5% | -23.5% | -5.2% |
| 3M | +2.7% | +27.9% | -25.2% | +1.0% |
| 6M | +14.9% | +21.2% | -6.3% | +13.2% |
| YTD | +23.5% | +39.6% | -16.0% | +20.5% |
| 1Y | +30.4% | +31.3% | -0.9% | +27.6% |
| 3Y | +143.2% | +51.9% | +91.3% | +133.8% |
| 5Y | +159.5% | +110.2% | +49.3% | +139.3% |
| 10Y | +234.7% | +56.7% | +178.0% | +163.1% |
| All | +234.7% | +63.1% | +171.6% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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