+135.3%
PSX vs RRX
+3.6%
+131.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | +1.8% | -0.7% | +2.6% | +2.0% |
| 30D | +21.6% | -8.0% | +29.6% | +23.4% |
| 3M | +46.5% | -25.1% | +71.5% | +52.5% |
| 6M | +62.0% | -18.3% | +80.3% | +62.8% |
| YTD | +106.3% | +14.2% | +92.2% | +85.8% |
| 1Y | +103.0% | +13.0% | +89.9% | +82.2% |
| All | +135.3% | +3.6% | +131.7% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling