+342.4%
PSX vs RRC
+60.0%
+282.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -8.0% | -10.3% | +2.3% | -5.3% |
| 30D | -9.0% | +19.5% | -28.5% | -13.7% |
| 3M | +24.7% | +27.9% | -3.2% | +16.1% |
| 6M | +49.3% | +21.2% | +28.2% | +40.8% |
| YTD | +100.2% | +39.6% | +60.6% | +81.6% |
| 1Y | +88.8% | +31.3% | +57.6% | +73.9% |
| 3Y | +152.5% | +51.9% | +100.5% | +120.7% |
| 5Y | +283.2% | +110.2% | +173.0% | +197.2% |
| All | +342.4% | +60.0% | +282.4% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling