+64.8%
PR vs RSG
+458.9%
-394.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -12.4% | +0.3% | -12.7% | -12.5% |
| 30D | -6.6% | +13.8% | -20.3% | -9.3% |
| 3M | +7.5% | +15.4% | -7.9% | +4.0% |
| 6M | +10.8% | +24.1% | -13.4% | +5.3% |
| YTD | +57.0% | +17.8% | +39.2% | +51.0% |
| 1Y | +67.9% | +21.5% | +46.5% | +60.4% |
| 3Y | +87.6% | +63.3% | +24.3% | +67.5% |
| 5Y | +220.4% | +97.3% | +123.1% | +174.5% |
| 10Y | +64.8% | +448.1% | -383.3% | +53.2% |
| All | +64.8% | +458.9% | -394.1% | +53.2% |
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