+255.5%
RRX vs PSLV
+109.5%
+146.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -0.3% | -3.5% | +3.1% | +0.1% |
| 30D | -6.1% | -2.1% | -4.0% | -5.9% |
| 3M | -23.1% | -1.6% | -21.4% | -23.1% |
| 6M | -19.5% | -25.5% | +6.0% | -16.7% |
| YTD | +16.1% | -11.4% | +27.5% | +15.0% |
| 1Y | +12.9% | +48.6% | -35.7% | +3.3% |
| 3Y | +7.9% | +166.9% | -158.9% | -9.5% |
| 5Y | +19.1% | +152.4% | -133.3% | -0.4% |
| 10Y | +225.8% | +187.8% | +38.0% | +162.4% |
| All | +255.5% | +109.5% | +146.0% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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