+169.5%
PR vs RNG
+313.6%
-144.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.2% |
| 7D | +2.9% | +5.8% | -2.9% | +2.3% |
| 30D | +18.0% | +19.6% | -1.6% | +15.7% |
| 3M | +16.9% | +67.0% | -50.2% | +9.6% |
| 6M | +28.2% | +88.4% | -60.2% | +17.9% |
| YTD | +69.3% | +155.5% | -86.2% | +48.7% |
| 1Y | +69.5% | +141.7% | -72.2% | +49.3% |
| 3Y | +81.7% | +131.1% | -49.4% | +57.1% |
| 5Y | +422.2% | -70.6% | +492.8% | +413.9% |
| 10Y | +110.4% | +228.2% | -117.9% | +63.1% |
| All | +169.5% | +313.6% | -144.1% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling