+69.5%
PR vs RRX
+14.9%
+54.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +2.9% | +3.4% | -0.5% | +2.9% |
| 30D | +18.0% | -11.1% | +29.2% | +18.1% |
| 3M | +16.9% | -23.7% | +40.6% | +17.3% |
| 6M | +28.2% | -22.0% | +50.2% | +30.0% |
| YTD | +69.3% | +16.5% | +52.9% | +62.5% |
| 1Y | +69.5% | +11.5% | +58.0% | +63.1% |
| All | +69.5% | +14.9% | +54.6% | +63.1% |
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