+267.7%
PR vs RRX
+9.8%
+257.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | +6.0% | +4.3% | +1.6% | +4.4% |
| 30D | -4.2% | +12.3% | -16.5% | -8.4% |
| 3M | +10.0% | +3.7% | +6.3% | +7.6% |
| 6M | +15.6% | -13.9% | +29.5% | +17.5% |
| YTD | +68.2% | +26.5% | +41.7% | +39.1% |
| 1Y | +79.2% | +29.3% | +49.9% | +45.9% |
| 3Y | +94.9% | +65.6% | +29.4% | +31.7% |
| All | +267.7% | +9.8% | +257.8% | +214.7% |
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