+208.8%
PM vs RNG
+223.4%
-14.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.2% |
| 7D | +1.9% | -9.6% | +11.5% | +2.3% |
| 30D | +1.9% | +8.8% | -6.9% | +1.6% |
| 3M | +4.6% | +78.6% | -74.0% | +2.4% |
| 6M | +11.7% | +70.3% | -58.6% | +9.2% |
| YTD | +20.4% | +140.3% | -120.0% | +15.6% |
| 1Y | +19.0% | +126.6% | -107.7% | +14.4% |
| 3Y | +130.4% | +120.2% | +10.2% | +119.0% |
| 5Y | +131.5% | -68.3% | +199.8% | +137.1% |
| All | +208.8% | +223.4% | -14.6% | +181.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling