+147.8%
PR vs RL
+406.3%
-258.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.5% | -1.8% |
| 7D | -16.5% | -4.7% | -11.9% | -15.1% |
| 30D | -4.5% | +3.6% | -8.1% | -6.4% |
| 3M | +8.5% | +0.5% | +8.0% | +7.3% |
| 6M | -3.3% | +6.6% | -9.9% | -8.7% |
| YTD | +55.7% | +8.8% | +46.9% | +43.2% |
| 1Y | +82.0% | +21.8% | +60.3% | +58.2% |
| 3Y | +62.5% | +245.8% | -183.4% | -17.5% |
| 5Y | +223.9% | +230.0% | -6.1% | +63.0% |
| 10Y | +64.2% | +369.4% | -305.2% | -22.8% |
| All | +147.8% | +406.3% | -258.5% | +15.9% |
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