+339.6%
PSX vs RPRX
+81.2%
+258.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +7.8% | +3.3% | +4.5% | +7.2% |
| 30D | -10.9% | +17.9% | -28.8% | -13.4% |
| 3M | +14.5% | +19.2% | -4.8% | +10.9% |
| 6M | +56.1% | +31.7% | +24.4% | +48.4% |
| YTD | +109.6% | +82.5% | +27.1% | +87.0% |
| 1Y | +95.5% | +78.4% | +17.1% | +75.2% |
| 3Y | +156.2% | +177.0% | -20.8% | +108.4% |
| 5Y | +310.0% | +86.5% | +223.5% | +263.1% |
| All | +339.6% | +81.2% | +258.4% | +278.1% |
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