+132.2%
PSX vs RRC
+36.3%
+95.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.5% |
| 7D | -13.1% | -10.8% | -2.3% | -9.5% |
| 30D | -9.5% | +22.3% | -31.9% | -16.9% |
| 3M | +20.2% | +26.6% | -6.4% | +8.7% |
| 6M | +44.9% | +18.9% | +26.0% | +33.9% |
| YTD | +94.4% | +39.2% | +55.2% | +69.3% |
| 1Y | +83.1% | +34.0% | +49.1% | +61.4% |
| 3Y | +132.2% | +42.0% | +90.1% | +105.5% |
| All | +132.2% | +36.3% | +95.9% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling