+168.1%
PM vs RL
+226.8%
-58.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -5.2% | -4.2% | -1.1% | -4.8% |
| 30D | +2.7% | +4.3% | -1.6% | +2.4% |
| 3M | +6.1% | -4.6% | +10.7% | +6.5% |
| 6M | +18.0% | +1.7% | +16.3% | +17.5% |
| YTD | +26.6% | +7.3% | +19.2% | +25.1% |
| 1Y | +36.7% | +20.8% | +15.9% | +33.3% |
| 3Y | +146.0% | +247.0% | -101.0% | +102.6% |
| All | +168.1% | +226.8% | -58.7% | +117.4% |
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