+104.9%
PSX vs RL
+11.4%
+93.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.4% |
| 7D | +2.8% | +1.9% | +0.9% | +3.2% |
| 30D | +27.8% | -12.2% | +40.0% | +24.6% |
| 3M | +42.0% | -6.6% | +48.7% | +40.3% |
| 6M | +58.1% | +3.2% | +55.0% | +58.3% |
| YTD | +105.0% | -1.3% | +106.3% | +104.7% |
| 1Y | +104.9% | +13.6% | +91.3% | +102.1% |
| All | +104.9% | +11.4% | +93.5% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling