+169.5%
PR vs RSG
+470.2%
-300.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +18.0% | +7.6% | +10.5% | +16.2% |
| 3M | +16.9% | +7.4% | +9.4% | +14.9% |
| 6M | +28.2% | -3.3% | +31.5% | +28.9% |
| YTD | +69.3% | +6.0% | +63.3% | +66.9% |
| 1Y | +69.5% | -3.7% | +73.2% | +70.4% |
| 3Y | +81.7% | +59.1% | +22.6% | +64.1% |
| 5Y | +422.2% | +89.0% | +333.2% | +357.4% |
| 10Y | +110.4% | +412.5% | -302.1% | +88.0% |
| All | +169.5% | +470.2% | -300.7% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling