+20.6%
PG vs RSP
+65.5%
-44.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.7% | +2.4% | +0.3% | +1.8% |
| 30D | +9.2% | +4.3% | +4.9% | +7.7% |
| 3M | +18.5% | -0.3% | +18.8% | +18.5% |
| 6M | +21.1% | +9.8% | +11.2% | +17.5% |
| YTD | +21.9% | +16.8% | +5.1% | +16.1% |
| 1Y | +18.1% | +19.5% | -1.4% | +11.7% |
| 3Y | +20.6% | +65.1% | -44.6% | +2.3% |
| All | +20.6% | +65.5% | -44.9% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling