+415.3%
PR vs RRX
+18.4%
+396.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.9% | +3.4% | -0.5% | +1.7% |
| 30D | +18.0% | -11.1% | +29.2% | +22.6% |
| 3M | +16.9% | -23.7% | +40.6% | +25.6% |
| 6M | +28.2% | -22.0% | +50.2% | +33.2% |
| YTD | +69.3% | +16.5% | +52.9% | +45.1% |
| 1Y | +69.5% | +11.5% | +58.0% | +46.5% |
| 3Y | +81.7% | +1.5% | +80.2% | +57.8% |
| All | +415.3% | +18.4% | +396.9% | +305.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling