+848.9%
PM vs RSG
+1,214.9%
-366.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +2.5% | -1.9% | -0.5% |
| 30D | -3.2% | +12.7% | -15.9% | -8.1% |
| 3M | +6.2% | +17.9% | -11.7% | -1.0% |
| 6M | +7.7% | +25.0% | -17.3% | -2.1% |
| YTD | +27.3% | +20.8% | +6.5% | +17.1% |
| 1Y | +32.8% | +24.3% | +8.5% | +20.7% |
| 3Y | +150.0% | +65.3% | +84.8% | +100.9% |
| 5Y | +164.2% | +99.1% | +65.2% | +93.8% |
| 10Y | +265.7% | +452.4% | -186.7% | +77.5% |
| All | +848.9% | +1,214.9% | -366.0% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling