+336.3%
PSX vs RPRX
+79.7%
+256.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +6.4% | +2.1% | +4.4% | +6.1% |
| 30D | -10.2% | +21.9% | -32.1% | -13.2% |
| 3M | +17.2% | +16.9% | +0.2% | +13.8% |
| 6M | +51.8% | +34.5% | +17.2% | +43.6% |
| YTD | +108.0% | +80.9% | +27.1% | +85.9% |
| 1Y | +96.1% | +77.6% | +18.5% | +75.9% |
| 3Y | +155.9% | +173.5% | -17.7% | +108.6% |
| 5Y | +306.9% | +84.9% | +222.0% | +260.9% |
| All | +336.3% | +79.7% | +256.6% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 all: compounded portfolio wealth divided by compounded RPRX 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…
all analysis · Full analysis span regression · 6 months rolling