+39.5%
PL vs RSG
+155.1%
-115.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +10.0% | +2.5% | +7.6% | +9.8% |
| 30D | -2.3% | +12.7% | -15.0% | -3.7% |
| 3M | -44.2% | +17.9% | -62.1% | -45.5% |
| 6M | -66.1% | +25.0% | -91.1% | -67.6% |
| YTD | -30.0% | +20.8% | -50.8% | -32.8% |
| 1Y | +21.0% | +24.3% | -3.2% | +14.9% |
| 3Y | +516.5% | +65.3% | +451.3% | +408.2% |
| 5Y | +32.0% | +99.1% | -67.0% | +0.4% |
| All | +39.5% | +155.1% | -115.6% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling