+192.8%
PM vs RL
+314.9%
-122.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -3.4% | -7.8% | +4.4% | -2.3% |
| 3M | +5.2% | -4.0% | +9.2% | +5.5% |
| 6M | +3.7% | -1.9% | +5.6% | +3.3% |
| YTD | +15.8% | -0.2% | +15.9% | +14.8% |
| 1Y | +17.4% | +10.7% | +6.7% | +14.3% |
| 3Y | +116.9% | +210.8% | -93.8% | +73.5% |
| 5Y | +117.3% | +238.2% | -120.9% | +67.0% |
| All | +192.8% | +314.9% | -122.0% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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