+116.1%
PG vs RL
+311.3%
-195.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.8% | -3.4% | +2.6% | -0.5% |
| 30D | +0.8% | -14.4% | +15.3% | +2.2% |
| 3M | -1.3% | -13.6% | +12.2% | -0.1% |
| 6M | -3.8% | +0.6% | -4.4% | -4.1% |
| YTD | +3.6% | -3.6% | +7.2% | +3.6% |
| 1Y | -5.7% | +8.3% | -14.1% | -6.8% |
| 3Y | +1.6% | +204.8% | -203.2% | -10.5% |
| 5Y | +14.6% | +232.9% | -218.3% | -1.4% |
| All | +116.1% | +311.3% | -195.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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