+4.1%
PR vs RSG
+22.7%
-18.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.0% |
| 7D | -16.4% | +1.2% | -17.6% | -16.5% |
| 30D | -1.9% | +14.2% | -16.1% | -3.7% |
| 3M | +8.0% | +18.2% | -10.2% | +5.4% |
| 6M | +4.1% | +24.4% | -20.3% | +0.1% |
| All | +4.1% | +22.7% | -18.6% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling