+1,112.1%
PSX vs RRC
-17.5%
+1,129.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +4.5% | +1.3% | +3.2% | +4.2% |
| 30D | +26.6% | +10.1% | +16.5% | +23.6% |
| 3M | +39.3% | +4.0% | +35.3% | +37.7% |
| 6M | +56.8% | +1.6% | +55.2% | +56.1% |
| YTD | +101.8% | +19.7% | +82.1% | +92.4% |
| 1Y | +99.6% | +21.4% | +78.2% | +88.9% |
| 3Y | +140.3% | +29.7% | +110.7% | +120.8% |
| 5Y | +339.3% | +153.9% | +185.5% | +232.1% |
| 10Y | +369.9% | +10.8% | +359.0% | +240.4% |
| All | +1,112.1% | -17.5% | +1,129.6% | +792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling