+146.7%
PM vs RNG
+177.9%
-31.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.1% |
| 7D | -7.1% | -3.5% | -3.6% | -7.1% |
| 30D | -2.8% | -3.8% | +1.0% | -2.8% |
| 3M | +6.3% | +18.6% | -12.2% | +6.6% |
| 6M | +9.6% | +69.2% | -59.6% | +10.5% |
| YTD | +25.6% | +161.9% | -136.3% | +26.8% |
| 1Y | +29.7% | +176.2% | -146.6% | +30.8% |
| All | +146.7% | +177.9% | -31.2% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling