+202.2%
PM vs RNG
+226.3%
-24.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.2% | -4.1% | +2.9% | -1.1% |
| 30D | -0.2% | +8.6% | -8.8% | -0.5% |
| 3M | +4.9% | +78.0% | -73.1% | +2.7% |
| 6M | +9.0% | +67.0% | -58.0% | +6.7% |
| YTD | +17.8% | +142.4% | -124.6% | +13.1% |
| 1Y | +16.8% | +120.4% | -103.6% | +12.5% |
| 3Y | +125.4% | +122.1% | +3.3% | +114.3% |
| 5Y | +128.7% | -69.8% | +198.5% | +135.1% |
| All | +202.2% | +226.3% | -24.0% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling