+210.9%
PM vs RRX
+228.4%
-17.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.2% |
| 7D | +4.7% | -0.3% | +5.0% | +4.7% |
| 30D | +2.6% | -6.1% | +8.8% | +3.4% |
| 3M | +6.6% | -23.1% | +29.6% | +9.4% |
| 6M | +16.5% | -19.5% | +36.0% | +17.8% |
| YTD | +21.2% | +16.1% | +5.1% | +15.3% |
| 1Y | +17.9% | +12.9% | +5.0% | +12.2% |
| 3Y | +129.8% | +7.9% | +121.9% | +111.3% |
| 5Y | +133.0% | +19.1% | +113.9% | +101.7% |
| All | +210.9% | +228.4% | -17.5% | +97.2% |
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