+64.8%
PR vs RRX
+238.3%
-173.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -4.1% |
| 7D | -12.4% | +12.3% | -24.7% | -17.4% |
| 30D | -6.6% | +9.5% | -16.1% | -11.3% |
| 3M | +7.5% | +1.8% | +5.7% | +4.9% |
| 6M | +10.8% | -15.3% | +26.1% | +13.7% |
| YTD | +57.0% | +29.6% | +27.4% | +22.4% |
| 1Y | +67.9% | +34.1% | +33.9% | +27.5% |
| 3Y | +87.6% | +74.0% | +13.6% | +13.1% |
| 5Y | +220.4% | +14.7% | +205.7% | +137.4% |
| 10Y | +64.8% | +229.4% | -164.6% | -16.8% |
| All | +64.8% | +238.3% | -173.5% | -16.8% |
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