+357.1%
PSX vs RL
+347.1%
+9.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.7% |
| 7D | -0.4% | -4.4% | +4.0% | +1.1% |
| 30D | -8.1% | +5.6% | -13.7% | -10.1% |
| 3M | +15.9% | -0.6% | +16.5% | +15.4% |
| 6M | +49.4% | +15.5% | +33.9% | +38.8% |
| YTD | +104.7% | +12.3% | +92.3% | +88.8% |
| 1Y | +89.1% | +19.3% | +69.8% | +69.9% |
| 3Y | +151.7% | +255.5% | -103.8% | +39.3% |
| 5Y | +298.3% | +247.1% | +51.3% | +112.3% |
| 10Y | +357.1% | +346.0% | +11.0% | +102.3% |
| All | +357.1% | +347.1% | +9.9% | +102.3% |
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