+78.3%
PR vs RRX
+13.4%
+65.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -0.6% | +4.3% | -4.9% | -0.6% |
| 30D | +17.4% | -8.0% | +25.4% | +17.4% |
| 3M | +21.8% | -22.0% | +43.8% | +22.1% |
| 6M | +27.6% | -11.9% | +39.5% | +27.8% |
| YTD | +71.4% | +17.1% | +54.3% | +65.1% |
| 1Y | +78.3% | +14.9% | +63.4% | +72.5% |
| All | +78.3% | +13.4% | +65.0% | +72.5% |
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