-5.3%
PG vs RSP
+18.9%
-24.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.9% | -0.8% | +2.6% | +2.1% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | +4.8% | +4.3% | +0.5% | +3.4% |
| 6M | -6.1% | +8.8% | -14.9% | -9.0% |
| YTD | +4.5% | +15.3% | -10.8% | +0.1% |
| 1Y | -5.3% | +18.3% | -23.6% | -10.3% |
| All | -5.3% | +18.9% | -24.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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