+78.7%
PR vs RNG
+248.5%
-169.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.3% | +2.5% |
| 7D | -0.5% | -3.5% | +3.0% | -0.1% |
| 30D | -4.6% | -3.8% | -0.8% | -4.3% |
| 3M | +4.7% | +18.6% | -13.9% | +2.5% |
| 6M | +12.4% | +69.2% | -56.7% | +4.7% |
| YTD | +62.9% | +161.9% | -99.0% | +41.8% |
| 1Y | +70.6% | +176.2% | -105.6% | +47.4% |
| 3Y | +90.0% | +174.5% | -84.5% | +60.5% |
| 5Y | +255.5% | -71.9% | +327.4% | +252.7% |
| 10Y | +78.7% | +235.4% | -156.6% | +24.5% |
| All | +78.7% | +248.5% | -169.8% | +24.5% |
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