+78.3%
PR vs RSG
-2.3%
+80.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.6% | -0.7% | +0.2% | -0.4% |
| 30D | +17.4% | +3.3% | +14.1% | +16.3% |
| 3M | +21.8% | +8.5% | +13.3% | +18.8% |
| 6M | +27.6% | -3.5% | +31.1% | +28.8% |
| YTD | +71.4% | +5.5% | +65.9% | +69.1% |
| 1Y | +78.3% | -1.7% | +80.1% | +76.1% |
| All | +78.3% | -2.3% | +80.6% | +76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling