+20.3%
PSA vs RRX
+1.6%
+18.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -3.6% | -3.7% | +0.1% | -3.2% |
| 30D | -9.4% | -9.3% | -0.1% | -8.4% |
| 3M | -8.2% | -21.8% | +13.6% | -6.3% |
| 6M | -1.8% | -22.0% | +20.2% | -0.3% |
| YTD | +15.7% | +11.9% | +3.8% | +11.6% |
| 1Y | +6.3% | +11.6% | -5.3% | +2.2% |
| All | +20.3% | +1.6% | +18.7% | +13.0% |
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