+116.1%
PG vs RSP
+211.6%
-95.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -0.8% | -1.9% | +1.1% | +0.1% |
| 30D | +0.8% | -2.8% | +3.6% | +2.2% |
| 3M | -1.3% | +2.8% | -4.2% | -2.7% |
| 6M | -3.8% | +10.2% | -14.0% | -8.3% |
| YTD | +3.6% | +13.1% | -9.5% | -2.5% |
| 1Y | -5.7% | +14.8% | -20.5% | -12.0% |
| 3Y | +1.6% | +52.6% | -51.0% | -18.7% |
| 5Y | +14.6% | +51.6% | -37.0% | -9.0% |
| All | +116.1% | +211.6% | -95.5% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling