+83.0%
PL vs RSG
+123.8%
-40.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -9.3% | +0.3% | -9.6% | -9.4% |
| 30D | -18.9% | +7.6% | -26.5% | -19.9% |
| 3M | -58.4% | +7.4% | -65.8% | -59.3% |
| 6M | -30.3% | -3.3% | -27.0% | -29.4% |
| YTD | -8.1% | +6.0% | -14.1% | -10.3% |
| 1Y | +180.5% | -3.7% | +184.2% | +183.6% |
| 3Y | +444.1% | +59.1% | +385.0% | +337.6% |
| 5Y | +83.0% | +89.0% | -6.0% | +41.2% |
| All | +83.0% | +123.8% | -40.8% | +39.4% |
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 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