+327.2%
PM vs RNG
+340.1%
-12.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.2% |
| 7D | +0.5% | +4.6% | -4.1% | +0.4% |
| 30D | -3.2% | +0.4% | -3.6% | -3.3% |
| 3M | +6.2% | +11.4% | -5.2% | +5.7% |
| 6M | +7.7% | +95.7% | -88.0% | +4.7% |
| YTD | +27.3% | +162.9% | -135.6% | +21.5% |
| 1Y | +32.8% | +180.3% | -147.5% | +26.4% |
| 3Y | +150.0% | +188.3% | -38.3% | +134.4% |
| 5Y | +164.2% | -72.5% | +236.8% | +172.6% |
| 10Y | +265.7% | +236.7% | +29.0% | +222.6% |
| All | +327.2% | +340.1% | -12.9% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling