+848.9%
PM vs RRX
+588.2%
+260.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | +0.5% | +4.3% | -3.8% | -0.3% |
| 30D | -3.2% | +12.3% | -15.5% | -5.6% |
| 3M | +6.2% | +3.7% | +2.6% | +4.8% |
| 6M | +7.7% | -13.9% | +21.6% | +8.4% |
| YTD | +27.3% | +26.5% | +0.8% | +17.0% |
| 1Y | +32.8% | +29.3% | +3.5% | +21.3% |
| 3Y | +150.0% | +65.6% | +84.5% | +102.9% |
| 5Y | +164.2% | +10.6% | +153.6% | +130.3% |
| 10Y | +265.7% | +202.9% | +62.8% | +129.4% |
| All | +848.9% | +588.2% | +260.7% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling