+367.0%
PSX vs RRX
+14.8%
+352.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.5% |
| 7D | +1.5% | -3.7% | +5.3% | +2.3% |
| 30D | +15.8% | -9.3% | +25.1% | +18.1% |
| 3M | +43.0% | -21.8% | +64.8% | +48.5% |
| 6M | +61.1% | -22.0% | +83.1% | +64.6% |
| YTD | +104.5% | +11.9% | +92.6% | +86.0% |
| 1Y | +102.5% | +11.6% | +90.9% | +83.2% |
| 3Y | +133.5% | +2.2% | +131.3% | +110.7% |
| 5Y | +367.0% | +14.9% | +352.1% | +297.2% |
| All | +367.0% | +14.8% | +352.2% | +297.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling