+162.6%
PM vs RL
+239.2%
-76.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.3% |
| 7D | +0.5% | +2.6% | -2.0% | +0.3% |
| 30D | -3.2% | +2.9% | -6.2% | -3.5% |
| 3M | +6.2% | 0.0% | +6.2% | +6.2% |
| 6M | +7.7% | +17.1% | -9.4% | +5.8% |
| YTD | +27.3% | +10.1% | +17.1% | +25.4% |
| 1Y | +32.8% | +17.3% | +15.5% | +29.9% |
| 3Y | +150.0% | +249.3% | -99.3% | +105.8% |
| All | +162.6% | +239.2% | -76.6% | +111.4% |
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 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