+321.6%
PM vs RNG
+338.4%
-16.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.0% |
| 7D | -7.1% | -3.5% | -3.6% | -6.9% |
| 30D | -2.8% | -3.8% | +1.0% | -2.7% |
| 3M | +6.3% | +18.6% | -12.2% | +5.6% |
| 6M | +9.6% | +69.2% | -59.6% | +7.1% |
| YTD | +25.6% | +161.9% | -136.3% | +19.9% |
| 1Y | +29.7% | +176.2% | -146.6% | +23.5% |
| 3Y | +147.6% | +174.5% | -27.0% | +132.7% |
| 5Y | +160.1% | -71.9% | +232.0% | +168.0% |
| 10Y | +260.9% | +235.4% | +25.5% | +218.4% |
| All | +321.6% | +338.4% | -16.8% | +267.6% |
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