+370.1%
PSX vs RL
+304.3%
+65.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | +2.8% | +1.9% | +0.9% | +2.1% |
| 30D | +27.8% | -12.2% | +40.0% | +33.5% |
| 3M | +42.0% | -6.6% | +48.7% | +44.0% |
| 6M | +58.1% | +3.2% | +55.0% | +51.6% |
| YTD | +105.0% | -1.3% | +106.3% | +98.9% |
| 1Y | +104.9% | +13.6% | +91.3% | +87.0% |
| 3Y | +134.1% | +210.9% | -76.8% | +36.3% |
| 5Y | +363.8% | +246.9% | +117.0% | +143.6% |
| 10Y | +370.1% | +310.1% | +60.0% | +116.4% |
| All | +370.1% | +304.3% | +65.8% | +116.4% |
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