+66.6%
PR vs RNG
+255.8%
-189.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.2% |
| 7D | -16.4% | -11.3% | -5.1% | -15.3% |
| 30D | -1.9% | -5.7% | +3.8% | -1.4% |
| 3M | +8.0% | +16.8% | -8.8% | +5.8% |
| 6M | +4.1% | +58.5% | -54.4% | -2.3% |
| YTD | +58.7% | +151.3% | -92.6% | +38.9% |
| 1Y | +75.8% | +169.0% | -93.2% | +52.4% |
| 3Y | +73.2% | +156.9% | -83.8% | +47.5% |
| 5Y | +230.1% | -69.0% | +299.1% | +224.4% |
| All | +66.6% | +255.8% | -189.2% | +19.4% |
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