+84.5%
PR vs RSG
+452.6%
-368.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.0% | +2.5% | +3.5% | +5.4% |
| 30D | -4.2% | +12.7% | -16.9% | -6.8% |
| 3M | +10.0% | +17.9% | -8.0% | +5.9% |
| 6M | +15.6% | +25.0% | -9.4% | +9.8% |
| YTD | +68.2% | +20.8% | +47.4% | +60.8% |
| 1Y | +79.2% | +24.3% | +54.9% | +70.3% |
| 3Y | +94.9% | +65.3% | +29.7% | +73.5% |
| 5Y | +272.8% | +99.1% | +173.7% | +218.0% |
| All | +84.5% | +452.6% | -368.1% | +57.7% |
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