+1,112.1%
PSX vs RL
+164.8%
+947.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.5% |
| 7D | +4.5% | -0.8% | +5.3% | +4.7% |
| 30D | +26.6% | -7.8% | +34.4% | +29.8% |
| 3M | +39.3% | -4.0% | +43.3% | +39.8% |
| 6M | +56.8% | -1.9% | +58.7% | +53.6% |
| YTD | +101.8% | -0.2% | +102.0% | +95.5% |
| 1Y | +99.6% | +10.7% | +88.9% | +85.4% |
| 3Y | +140.3% | +210.8% | -70.4% | +47.0% |
| 5Y | +339.3% | +238.2% | +101.1% | +148.5% |
| 10Y | +369.9% | +313.4% | +56.5% | +130.2% |
| All | +1,112.1% | +164.8% | +947.3% | +510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling