+143.9%
PM vs RL
+240.1%
-96.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -5.2% | -4.2% | -1.1% | -5.1% |
| 30D | +2.7% | +4.3% | -1.6% | +2.7% |
| 3M | +5.2% | -4.6% | +9.8% | +5.4% |
| 6M | +17.0% | +1.7% | +15.3% | +17.1% |
| YTD | +25.5% | +7.3% | +18.2% | +25.2% |
| 1Y | +35.5% | +20.8% | +14.7% | +34.7% |
| 3Y | +143.9% | +247.0% | -103.0% | +126.3% |
| All | +143.9% | +240.1% | -96.1% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling