+70.3%
PR vs RSG
+449.6%
-379.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -9.5% | +2.0% | -11.5% | -9.9% |
| 30D | -5.7% | +14.2% | -19.9% | -8.5% |
| 3M | +3.0% | +15.8% | -12.8% | -0.4% |
| 6M | +11.8% | +24.6% | -12.7% | +6.2% |
| YTD | +58.5% | +18.2% | +40.2% | +52.3% |
| 1Y | +69.9% | +22.8% | +47.1% | +61.9% |
| 3Y | +84.9% | +62.4% | +22.5% | +65.3% |
| 5Y | +246.4% | +96.0% | +150.4% | +196.9% |
| 10Y | +70.3% | +448.5% | -378.2% | +57.6% |
| All | +70.3% | +449.6% | -379.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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