-0.2%
PPL vs RRX
+12.4%
-12.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | 0.0% | -0.7% | +0.8% | 0.0% |
| 30D | -1.3% | -8.0% | +6.7% | -1.1% |
| 3M | -2.6% | -25.1% | +22.5% | -2.4% |
| 6M | -8.4% | -18.3% | +9.9% | -8.7% |
| YTD | +0.2% | +14.2% | -14.0% | -0.7% |
| 1Y | -0.2% | +13.0% | -13.3% | -1.6% |
| All | -0.2% | +12.4% | -12.7% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling