+1,131.3%
PSX vs RRX
+226.6%
+904.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +2.8% | +4.3% | -1.5% | +1.2% |
| 30D | +27.8% | -8.0% | +35.8% | +31.6% |
| 3M | +42.0% | -22.0% | +64.0% | +52.1% |
| 6M | +58.1% | -11.9% | +70.0% | +56.0% |
| YTD | +105.0% | +17.1% | +87.9% | +75.8% |
| 1Y | +104.9% | +14.9% | +90.0% | +75.3% |
| 3Y | +134.1% | +6.9% | +127.2% | +94.2% |
| 5Y | +363.8% | +19.6% | +344.3% | +241.8% |
| 10Y | +370.1% | +215.9% | +154.2% | +100.4% |
| All | +1,131.3% | +226.6% | +904.7% | +374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling