+835.7%
PM vs RRC
-12.2%
+848.0%
-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 | +5.2% | +26.6% | -21.4% | +2.6% |
| 6M | +17.0% | +18.9% | -1.9% | +14.7% |
| YTD | +25.5% | +39.2% | -13.7% | +21.0% |
| 1Y | +35.5% | +34.0% | +1.6% | +31.0% |
| 3Y | +143.9% | +42.0% | +101.9% | +131.7% |
| 5Y | +161.8% | +111.9% | +50.0% | +132.1% |
| 10Y | +235.9% | +62.8% | +173.1% | +177.4% |
| All | +835.7% | -12.2% | +848.0% | +554.4% |
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 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