+345.0%
PSX vs RRC
+156.2%
+188.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +4.5% | +1.3% | +3.2% | +4.1% |
| 30D | +26.6% | +10.1% | +16.5% | +22.5% |
| 3M | +39.3% | +4.0% | +35.3% | +37.1% |
| 6M | +56.8% | +1.6% | +55.2% | +55.8% |
| YTD | +101.8% | +19.7% | +82.1% | +89.1% |
| 1Y | +99.6% | +21.4% | +78.2% | +85.1% |
| 3Y | +140.3% | +29.7% | +110.7% | +113.6% |
| All | +345.0% | +156.2% | +188.7% | +205.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling