+156.2%
PSX vs RL
+250.5%
-94.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | +7.8% | +2.6% | +5.2% | +7.4% |
| 30D | -10.9% | +2.9% | -13.8% | -11.3% |
| 3M | +14.5% | 0.0% | +14.5% | +14.4% |
| 6M | +56.1% | +17.1% | +39.0% | +50.6% |
| YTD | +109.6% | +10.1% | +99.5% | +102.4% |
| 1Y | +95.5% | +17.3% | +78.2% | +85.1% |
| 3Y | +156.2% | +249.3% | -93.1% | +88.6% |
| All | +156.2% | +250.5% | -94.4% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling