+57.9%
PPL vs RRX
+64.5%
-6.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | -0.4% | +4.3% | -4.7% | -0.5% |
| 30D | +2.6% | +12.3% | -9.7% | +2.3% |
| 3M | +0.8% | +3.7% | -2.8% | +0.7% |
| 6M | +1.4% | -13.9% | +15.3% | +1.6% |
| YTD | +4.3% | +26.5% | -22.1% | +2.6% |
| 1Y | +0.8% | +29.3% | -28.6% | -1.1% |
| 3Y | +57.9% | +65.6% | -7.6% | +40.2% |
| All | +57.9% | +64.5% | -6.6% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling