+160.5%
PR vs RL
+446.4%
-286.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.5% | -11.0% | -8.4% |
| 7D | -12.1% | +5.8% | -17.9% | -14.4% |
| 30D | +0.9% | +12.7% | -11.8% | -4.5% |
| 3M | +10.1% | +9.3% | +0.8% | +5.1% |
| 6M | +1.1% | +16.9% | -15.8% | -8.1% |
| YTD | +63.7% | +17.5% | +46.2% | +45.8% |
| 1Y | +87.0% | +34.6% | +52.4% | +55.5% |
| 3Y | +70.7% | +273.2% | -202.5% | -16.1% |
| 5Y | +246.8% | +265.2% | -18.4% | +67.1% |
| 10Y | +72.6% | +406.7% | -334.1% | -21.4% |
| All | +160.5% | +446.4% | -286.0% | +17.9% |
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