+117.4%
PM vs RL
+238.1%
-120.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -3.4% | -7.8% | +4.4% | -2.7% |
| 3M | +5.2% | -4.0% | +9.2% | +5.4% |
| 6M | +3.7% | -1.9% | +5.6% | +3.4% |
| YTD | +15.8% | -0.2% | +15.9% | +15.1% |
| 1Y | +17.4% | +10.7% | +6.7% | +15.3% |
| 3Y | +116.9% | +210.8% | -93.8% | +81.3% |
| All | +117.4% | +238.1% | -120.7% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling