+79.3%
PR vs RRX
+2.4%
+76.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +2.9% | +3.4% | -0.5% | +2.1% |
| 30D | +18.0% | -11.1% | +29.2% | +21.1% |
| 3M | +16.9% | -23.7% | +40.6% | +22.8% |
| 6M | +28.2% | -22.0% | +50.2% | +31.9% |
| YTD | +69.3% | +16.5% | +52.9% | +50.3% |
| 1Y | +69.5% | +11.5% | +58.0% | +51.6% |
| All | +79.3% | +2.4% | +76.9% | +44.3% |
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