+54.0%
PPL vs RRX
+214.6%
-160.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.8% | +4.3% | -2.5% | +1.0% |
| 30D | -1.1% | -8.0% | +6.9% | +0.4% |
| 3M | 0.0% | -22.0% | +22.0% | +3.6% |
| 6M | -7.6% | -11.9% | +4.3% | -7.5% |
| YTD | +1.7% | +17.1% | -15.4% | -4.6% |
| 1Y | +1.5% | +14.9% | -13.4% | -5.0% |
| 3Y | +55.3% | +6.9% | +48.4% | +41.2% |
| 5Y | +37.7% | +19.6% | +18.2% | +16.4% |
| 10Y | +54.0% | +215.9% | -162.0% | -10.3% |
| All | +54.0% | +214.6% | -160.6% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling