+272.5%
PM vs RSG
+452.6%
-180.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +2.5% | -1.9% | -0.7% |
| 30D | -3.2% | +12.7% | -15.9% | -9.0% |
| 3M | +6.2% | +17.9% | -11.7% | -2.4% |
| 6M | +7.7% | +25.0% | -17.3% | -3.9% |
| YTD | +27.3% | +20.8% | +6.5% | +15.2% |
| 1Y | +32.8% | +24.3% | +8.5% | +18.4% |
| 3Y | +150.0% | +65.3% | +84.8% | +91.4% |
| 5Y | +164.2% | +99.1% | +65.2% | +80.0% |
| All | +272.5% | +452.6% | -180.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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