+65.2%
PR vs RL
+356.1%
-290.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | -16.4% | -4.2% | -12.3% | -15.1% |
| 30D | -1.9% | +4.3% | -6.2% | -4.1% |
| 3M | +8.0% | -4.6% | +12.6% | +9.2% |
| 6M | +4.1% | +1.7% | +2.4% | +0.4% |
| YTD | +58.7% | +7.3% | +51.3% | +46.4% |
| 1Y | +75.8% | +20.8% | +55.0% | +52.6% |
| 3Y | +73.2% | +247.0% | -173.8% | -14.2% |
| 5Y | +230.1% | +225.5% | +4.7% | +63.5% |
| All | +65.2% | +356.1% | -290.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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