-5.7%
PG vs RL
+8.8%
-14.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.8% | -3.4% | +2.6% | -0.4% |
| 30D | +0.8% | -14.4% | +15.3% | +2.6% |
| 3M | -1.3% | -13.6% | +12.2% | +0.2% |
| 6M | -3.8% | +0.6% | -4.4% | -3.3% |
| YTD | +3.6% | -3.6% | +7.2% | +3.4% |
| 1Y | -5.7% | +8.3% | -14.1% | -5.5% |
| All | -5.7% | +8.8% | -14.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling