+323.3%
PSX vs RPRX
+66.6%
+256.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +4.5% | +5.1% | -0.6% | +3.6% |
| 30D | +26.6% | +11.2% | +15.4% | +24.2% |
| 3M | +39.3% | +16.7% | +22.5% | +35.3% |
| 6M | +56.8% | +36.0% | +20.8% | +48.0% |
| YTD | +101.8% | +67.8% | +34.0% | +82.9% |
| 1Y | +99.6% | +76.7% | +22.9% | +78.7% |
| 3Y | +140.3% | +128.1% | +12.2% | +103.3% |
| 5Y | +339.3% | +82.9% | +256.5% | +290.4% |
| All | +323.3% | +66.6% | +256.7% | +269.8% |
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