+152.6%
PR vs RSG
+534.1%
-381.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.1% |
| 7D | -16.4% | +1.2% | -17.6% | -16.6% |
| 30D | -1.9% | +14.2% | -16.1% | -4.7% |
| 3M | +8.0% | +18.2% | -10.2% | +4.0% |
| 6M | +4.1% | +24.4% | -20.3% | -0.9% |
| YTD | +58.7% | +17.9% | +40.8% | +52.8% |
| 1Y | +75.8% | +22.3% | +53.5% | +68.0% |
| 3Y | +73.2% | +65.1% | +8.0% | +54.9% |
| 5Y | +230.1% | +97.9% | +132.2% | +184.5% |
| 10Y | +67.4% | +464.6% | -397.3% | +45.4% |
| All | +152.6% | +534.1% | -381.5% | +114.9% |
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