+87.0%
PR vs RNG
+179.4%
-92.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | -12.1% | -9.6% | -2.5% | -12.2% |
| 30D | +0.9% | -1.4% | +2.3% | +0.9% |
| 3M | +10.1% | +28.8% | -18.6% | +10.6% |
| 6M | +1.1% | +65.6% | -64.5% | +1.6% |
| YTD | +63.7% | +171.4% | -107.7% | +64.3% |
| 1Y | +87.0% | +185.3% | -98.3% | +91.9% |
| All | +87.0% | +179.4% | -92.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling