+82.2%
PR vs RNG
+236.7%
-154.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.9% |
| 7D | +6.7% | +2.3% | +4.4% | +6.4% |
| 30D | -6.1% | -3.4% | -2.7% | -5.9% |
| 3M | +6.9% | +20.9% | -14.0% | +4.3% |
| 6M | +14.6% | +82.2% | -67.6% | +5.9% |
| YTD | +66.1% | +164.6% | -98.5% | +44.5% |
| 1Y | +77.0% | +177.0% | -100.0% | +52.9% |
| 3Y | +93.8% | +177.4% | -83.6% | +63.6% |
| 5Y | +268.2% | -72.3% | +340.6% | +265.6% |
| All | +82.2% | +236.7% | -154.5% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling