+198.6%
PM vs RRC
+7.9%
+190.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | -2.6% | +9.4% | -12.0% | -3.1% |
| 3M | +5.8% | +7.4% | -1.6% | +5.2% |
| 6M | +10.6% | +1.5% | +9.1% | +10.3% |
| YTD | +17.2% | +19.4% | -2.2% | +15.6% |
| 1Y | +17.6% | +24.2% | -6.6% | +15.6% |
| 3Y | +124.3% | +32.8% | +91.5% | +117.6% |
| 5Y | +125.1% | +152.9% | -27.8% | +104.5% |
| 10Y | +198.6% | +3.9% | +194.8% | +151.6% |
| All | +198.6% | +7.9% | +190.7% | +151.6% |
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