+763.1%
PM vs RSG
+1,053.8%
-290.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -4.9% | +0.3% | -5.1% | -5.0% |
| 30D | -3.4% | +7.6% | -11.0% | -6.3% |
| 3M | +5.2% | +7.4% | -2.3% | +2.1% |
| 6M | +3.7% | -3.3% | +7.0% | +5.0% |
| YTD | +15.8% | +6.0% | +9.8% | +12.7% |
| 1Y | +17.4% | -3.7% | +21.0% | +18.8% |
| 3Y | +116.9% | +59.1% | +57.8% | +77.3% |
| 5Y | +117.3% | +89.0% | +28.3% | +62.8% |
| 10Y | +193.8% | +412.5% | -218.8% | +47.7% |
| All | +763.1% | +1,053.8% | -290.6% | +213.4% |
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