+455.3%
PL vs RSG
+66.7%
+388.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +10.1% |
| 7D | -6.8% | +1.2% | -8.0% | -6.4% |
| 30D | -29.3% | +14.2% | -43.5% | -27.1% |
| 3M | -44.8% | +18.2% | -62.9% | -42.8% |
| 6M | -68.4% | +24.4% | -92.8% | -67.5% |
| YTD | -36.4% | +17.9% | -54.2% | -34.2% |
| 1Y | +0.7% | +22.3% | -21.6% | +3.0% |
| 3Y | +455.3% | +65.1% | +390.2% | +454.2% |
| All | +455.3% | +66.7% | +388.7% | +454.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling