+84.5%
PR vs RL
+337.1%
-252.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +6.0% | +2.6% | +3.4% | +4.6% |
| 30D | -4.2% | +2.9% | -7.1% | -6.0% |
| 3M | +10.0% | 0.0% | +10.0% | +8.7% |
| 6M | +15.6% | +17.1% | -1.5% | +4.5% |
| YTD | +68.2% | +10.1% | +58.1% | +53.2% |
| 1Y | +79.2% | +17.3% | +61.9% | +57.8% |
| 3Y | +94.9% | +249.3% | -154.4% | -4.0% |
| 5Y | +272.8% | +240.9% | +31.9% | +79.6% |
| All | +84.5% | +337.1% | -252.6% | -28.1% |
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