+763.1%
PM vs RRC
-24.5%
+787.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -4.9% | +1.3% | -6.2% | -5.0% |
| 30D | -3.4% | +10.1% | -13.5% | -4.3% |
| 3M | +5.2% | +4.0% | +1.2% | +4.7% |
| 6M | +3.7% | +1.6% | +2.1% | +3.4% |
| YTD | +15.8% | +19.7% | -3.9% | +13.5% |
| 1Y | +17.4% | +21.4% | -4.0% | +14.7% |
| 3Y | +116.9% | +29.7% | +87.3% | +108.0% |
| 5Y | +117.3% | +153.9% | -36.6% | +88.6% |
| 10Y | +193.8% | +10.8% | +182.9% | +154.4% |
| All | +763.1% | -24.5% | +787.7% | +513.7% |
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