+750.8%
PG vs RL
+1,349.6%
-598.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | -0.1% | -12.2% | +12.1% | +1.4% |
| 3M | +1.1% | -6.6% | +7.7% | +1.8% |
| 6M | -3.8% | +3.2% | -7.0% | -4.5% |
| YTD | +3.8% | -1.3% | +5.1% | +3.5% |
| 1Y | -5.8% | +13.6% | -19.3% | -7.7% |
| 3Y | +3.0% | +210.9% | -207.9% | -12.3% |
| 5Y | +14.5% | +246.9% | -232.4% | -5.5% |
| 10Y | +117.8% | +310.1% | -192.3% | +67.9% |
| All | +750.8% | +1,349.6% | -598.8% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling