+1,067.6%
PSX vs RL
+184.7%
+882.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.1% |
| 7D | -13.1% | -4.2% | -9.0% | -12.0% |
| 30D | -9.5% | +4.3% | -13.8% | -11.0% |
| 3M | +20.2% | -4.6% | +24.8% | +21.3% |
| 6M | +44.9% | +1.7% | +43.2% | +41.1% |
| YTD | +94.4% | +7.3% | +87.1% | +83.0% |
| 1Y | +83.1% | +20.8% | +62.3% | +64.6% |
| 3Y | +132.2% | +247.0% | -114.8% | +36.2% |
| 5Y | +278.8% | +225.5% | +53.4% | +118.6% |
| 10Y | +354.2% | +363.0% | -8.9% | +114.1% |
| All | +1,067.6% | +184.7% | +882.9% | +471.0% |
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