+1.7%
PPL vs RSG
+19.5%
-17.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +1.8% | +5.1% | -3.4% | +0.5% |
| 30D | +8.4% | +15.3% | -6.9% | +4.5% |
| 3M | +2.4% | +18.6% | -16.2% | -2.0% |
| 6M | -4.0% | +19.5% | -23.5% | -8.1% |
| YTD | +4.5% | +17.2% | -12.7% | +0.2% |
| 1Y | +1.7% | +19.6% | -17.8% | -2.2% |
| All | +1.7% | +19.5% | -17.8% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling