+12.8%
PG vs RL
+223.8%
-211.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -1.5% | -15.3% | +13.8% | -0.2% |
| 3M | -3.4% | -10.3% | +7.0% | -2.6% |
| 6M | -7.0% | -2.2% | -4.7% | -6.9% |
| YTD | +2.0% | -4.3% | +6.3% | +2.1% |
| 1Y | -6.5% | +8.9% | -15.3% | -7.4% |
| 3Y | +1.2% | +201.4% | -200.3% | -10.7% |
| 5Y | +12.8% | +230.6% | -217.8% | -3.6% |
| All | +12.8% | +223.8% | -211.0% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling