+64.8%
PR vs RNG
+259.3%
-194.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.2% |
| 7D | -12.4% | -6.2% | -6.2% | -11.8% |
| 30D | -6.6% | -8.0% | +1.5% | -5.8% |
| 3M | +7.5% | +15.7% | -8.2% | +5.5% |
| 6M | +10.8% | +60.3% | -49.6% | +3.8% |
| YTD | +57.0% | +153.8% | -96.8% | +37.3% |
| 1Y | +67.9% | +172.2% | -104.2% | +45.4% |
| 3Y | +87.6% | +174.8% | -87.2% | +58.6% |
| 5Y | +220.4% | -68.6% | +289.0% | +214.4% |
| 10Y | +64.8% | +248.2% | -183.4% | +18.0% |
| All | +64.8% | +259.3% | -194.5% | +18.0% |
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