+835.7%
PM vs RL
+785.6%
+50.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -5.2% | -4.2% | -1.1% | -4.5% |
| 30D | +2.7% | +4.3% | -1.6% | +1.9% |
| 3M | +5.2% | -4.6% | +9.8% | +6.0% |
| 6M | +17.0% | +1.7% | +15.3% | +15.8% |
| YTD | +25.5% | +7.3% | +18.2% | +22.4% |
| 1Y | +35.5% | +20.8% | +14.7% | +29.1% |
| 3Y | +143.9% | +247.0% | -103.0% | +82.8% |
| 5Y | +161.8% | +225.5% | -63.6% | +93.9% |
| 10Y | +235.9% | +363.0% | -127.1% | +113.6% |
| All | +835.7% | +785.6% | +50.1% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling