-0.4%
PL vs RSG
+19.5%
-19.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -5.4% |
| 7D | -11.7% | +5.1% | -16.9% | -7.4% |
| 30D | -27.1% | +15.3% | -42.4% | -17.2% |
| 3M | -44.6% | +18.6% | -63.2% | -35.6% |
| 6M | -67.2% | +19.5% | -86.7% | -61.1% |
| YTD | -35.9% | +17.2% | -53.0% | -24.1% |
| 1Y | -0.4% | +19.6% | -19.9% | +14.0% |
| All | -0.4% | +19.5% | -19.9% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling