+234.7%
PM vs RL
+397.7%
-163.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.2% | -3.2% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -4.0% | +7.3% | -11.3% | -5.0% |
| 3M | +2.7% | +1.0% | +1.7% | +2.4% |
| 6M | +14.9% | +11.8% | +3.1% | +12.4% |
| YTD | +23.5% | +13.6% | +9.9% | +20.2% |
| 1Y | +30.4% | +24.0% | +6.3% | +25.0% |
| 3Y | +143.2% | +256.6% | -113.4% | +90.6% |
| 5Y | +159.5% | +240.2% | -80.8% | +100.6% |
| 10Y | +234.7% | +373.0% | -138.3% | +135.9% |
| All | +234.7% | +397.7% | -163.0% | +135.9% |
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