+843.8%
PM vs RRC
-12.2%
+856.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -5.2% | -10.8% | +5.6% | -4.2% |
| 30D | +2.7% | +22.3% | -19.6% | +0.6% |
| 3M | +6.1% | +26.6% | -20.5% | +3.5% |
| 6M | +18.0% | +18.9% | -0.9% | +15.7% |
| YTD | +26.6% | +39.2% | -12.6% | +22.0% |
| 1Y | +36.7% | +34.0% | +2.7% | +32.2% |
| 3Y | +146.0% | +42.0% | +104.0% | +133.7% |
| 5Y | +164.1% | +111.9% | +52.2% | +134.1% |
| 10Y | +238.8% | +62.8% | +176.0% | +179.7% |
| All | +843.8% | -12.2% | +856.0% | +560.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling