+146.7%
PM vs RRX
+70.4%
+76.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.2% |
| 7D | -7.1% | +5.4% | -12.4% | -6.8% |
| 30D | -2.8% | +12.0% | -14.8% | -2.1% |
| 3M | +6.3% | +6.1% | +0.2% | +6.9% |
| 6M | +9.6% | -13.2% | +22.9% | +9.5% |
| YTD | +25.6% | +31.0% | -5.4% | +28.2% |
| 1Y | +29.7% | +38.8% | -9.1% | +32.8% |
| All | +146.7% | +70.4% | +76.4% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling