+101.6%
PSX vs RRX
+15.2%
+86.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.4% |
| 7D | +1.7% | -0.3% | +2.1% | +1.7% |
| 30D | +15.6% | -6.1% | +21.8% | +15.5% |
| 3M | +46.5% | -23.1% | +69.5% | +45.7% |
| 6M | +55.0% | -19.5% | +74.5% | +54.4% |
| YTD | +105.3% | +16.1% | +89.2% | +90.7% |
| 1Y | +101.6% | +12.9% | +88.7% | +88.0% |
| All | +101.6% | +15.2% | +86.4% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling