+29.7%
PM vs RRC
+38.2%
-8.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -7.1% | -0.5% | -6.6% | -7.1% |
| 30D | -2.8% | +25.2% | -28.0% | -4.5% |
| 3M | +6.3% | +27.8% | -21.5% | +4.4% |
| 6M | +9.6% | +27.2% | -17.6% | +7.7% |
| YTD | +25.6% | +48.2% | -22.6% | +24.5% |
| 1Y | +29.7% | +34.7% | -5.1% | +27.4% |
| All | +29.7% | +38.2% | -8.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling