+267.7%
PR vs RNG
-72.1%
+339.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +6.0% | +4.6% | +1.4% | +5.4% |
| 30D | -4.2% | +0.4% | -4.6% | -4.3% |
| 3M | +10.0% | +11.4% | -1.5% | +8.1% |
| 6M | +15.6% | +95.7% | -80.1% | +4.0% |
| YTD | +68.2% | +162.9% | -94.7% | +41.5% |
| 1Y | +79.2% | +180.3% | -101.1% | +49.0% |
| 3Y | +94.9% | +188.3% | -93.4% | +55.6% |
| All | +267.7% | -72.1% | +339.7% | +353.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling