+272.5%
PM vs RRX
+200.5%
+72.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | +0.5% | +4.3% | -3.8% | 0.0% |
| 30D | -3.2% | +12.3% | -15.5% | -4.8% |
| 3M | +6.2% | +3.7% | +2.6% | +5.3% |
| 6M | +7.7% | -13.9% | +21.6% | +8.3% |
| YTD | +27.3% | +26.5% | +0.8% | +19.3% |
| 1Y | +32.8% | +29.3% | +3.5% | +23.9% |
| 3Y | +150.0% | +65.6% | +84.5% | +108.0% |
| 5Y | +164.2% | +10.6% | +153.6% | +137.2% |
| All | +272.5% | +200.5% | +72.0% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling