+3,973.2%
PG vs RRX
+3,890.5%
+82.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.1% |
| 7D | -0.8% | -0.3% | -0.4% | -0.8% |
| 30D | +0.8% | -6.1% | +7.0% | +1.6% |
| 3M | -1.3% | -23.1% | +21.7% | +1.4% |
| 6M | -3.8% | -19.5% | +15.7% | -2.2% |
| YTD | +3.6% | +16.1% | -12.4% | 0.0% |
| 1Y | -5.7% | +12.9% | -18.7% | -9.0% |
| 3Y | +1.6% | +7.9% | -6.4% | -4.1% |
| 5Y | +14.6% | +19.1% | -4.5% | +4.9% |
| 10Y | +121.2% | +225.8% | -104.6% | +68.8% |
| All | +3,973.2% | +3,890.5% | +82.7% | +2,321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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