+550.8%
PG vs RSG
+2,015.5%
-1,464.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | +4.0% | -3.1% | 0.0% |
| 3M | -1.3% | +7.4% | -8.7% | -2.8% |
| 6M | -3.8% | +0.1% | -3.9% | -4.0% |
| YTD | +3.6% | +6.0% | -2.4% | +2.2% |
| 1Y | -5.7% | -3.0% | -2.8% | -5.4% |
| 3Y | +1.6% | +56.5% | -54.9% | -7.3% |
| 5Y | +14.6% | +90.9% | -76.3% | +0.5% |
| 10Y | +121.2% | +428.7% | -307.5% | +64.0% |
| All | +550.8% | +2,015.5% | -1,464.7% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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