+260.9%
PM vs RL
+347.1%
-86.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -7.1% | -4.4% | -2.7% | -6.5% |
| 30D | -2.8% | +5.6% | -8.4% | -3.6% |
| 3M | +6.3% | -0.6% | +7.0% | +6.3% |
| 6M | +9.6% | +15.5% | -5.8% | +6.8% |
| YTD | +25.6% | +12.3% | +13.3% | +22.3% |
| 1Y | +29.7% | +19.3% | +10.3% | +25.0% |
| 3Y | +147.6% | +255.5% | -108.0% | +93.6% |
| 5Y | +160.1% | +247.1% | -86.9% | +99.7% |
| 10Y | +260.9% | +346.0% | -85.1% | +159.7% |
| All | +260.9% | +347.1% | -86.2% | +159.7% |
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