+250.3%
PH vs RRX
+14.8%
+235.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.8% |
| 7D | -3.1% | -3.7% | +0.6% | -1.6% |
| 30D | -11.8% | -9.3% | -2.5% | -8.3% |
| 3M | +6.9% | -21.8% | +28.7% | +15.8% |
| 6M | -1.3% | -22.0% | +20.7% | +5.4% |
| YTD | +7.0% | +11.9% | -5.0% | -3.9% |
| 1Y | +23.1% | +11.6% | +11.5% | +9.7% |
| 3Y | +135.4% | +2.2% | +133.2% | +111.8% |
| 5Y | +250.3% | +14.9% | +235.5% | +198.2% |
| All | +250.3% | +14.8% | +235.6% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling