+17.4%
PM vs RNG
+144.7%
-127.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -2.1% |
| 7D | -4.9% | +5.8% | -10.7% | -4.7% |
| 30D | -3.4% | +19.6% | -23.0% | -2.8% |
| 3M | +5.2% | +67.0% | -61.8% | +7.0% |
| 6M | +3.7% | +88.4% | -84.7% | +6.4% |
| YTD | +15.8% | +155.5% | -139.7% | +19.3% |
| 1Y | +17.4% | +141.7% | -124.3% | +21.1% |
| All | +17.4% | +144.7% | -127.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling