+168.1%
PM vs RRC
+110.6%
+57.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -5.2% | -10.8% | +5.6% | -4.7% |
| 30D | +2.7% | +22.3% | -19.6% | +1.6% |
| 3M | +6.1% | +26.6% | -20.5% | +4.8% |
| 6M | +18.0% | +18.9% | -0.9% | +16.8% |
| YTD | +26.6% | +39.2% | -12.6% | +24.4% |
| 1Y | +36.7% | +34.0% | +2.7% | +34.5% |
| 3Y | +146.0% | +42.0% | +104.0% | +139.8% |
| All | +168.1% | +110.6% | +57.5% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling