+358.2%
PSX vs RL
+342.1%
+16.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | +6.4% | +2.4% | +4.1% | +5.5% |
| 30D | -10.2% | +4.6% | -14.7% | -11.9% |
| 3M | +17.2% | -1.1% | +18.3% | +16.9% |
| 6M | +51.8% | +16.5% | +35.2% | +40.5% |
| YTD | +108.0% | +11.4% | +96.6% | +92.4% |
| 1Y | +96.1% | +16.1% | +80.0% | +78.1% |
| 3Y | +155.9% | +252.6% | -96.7% | +42.0% |
| 5Y | +306.9% | +244.9% | +62.0% | +117.2% |
| All | +358.2% | +342.1% | +16.0% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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