+169.5%
PR vs RL
+364.4%
-194.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.5% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +18.0% | -7.8% | +25.8% | +21.9% |
| 3M | +16.9% | -4.0% | +20.9% | +17.5% |
| 6M | +28.2% | -1.9% | +30.1% | +24.7% |
| YTD | +69.3% | -0.2% | +69.5% | +62.7% |
| 1Y | +69.5% | +10.7% | +58.8% | +54.2% |
| 3Y | +81.7% | +210.8% | -129.1% | -2.8% |
| 5Y | +422.2% | +238.2% | +184.0% | +159.4% |
| 10Y | +110.4% | +313.4% | -203.0% | +3.5% |
| All | +169.5% | +364.4% | -194.9% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling