+14.9%
PSA vs RRX
+17.8%
-2.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | 0.0% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -8.4% | -6.1% | -2.2% | -7.5% |
| 3M | -7.8% | -23.1% | +15.2% | -4.7% |
| 6M | +0.8% | -19.5% | +20.3% | +2.7% |
| YTD | +16.5% | +16.1% | +0.4% | +10.2% |
| 1Y | +4.7% | +12.9% | -8.2% | -0.9% |
| 3Y | +21.1% | +7.9% | +13.1% | +11.5% |
| All | +14.9% | +17.8% | -2.9% | -2.9% |
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