+21.1%
PG vs RSP
+9.4%
+11.7%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | +2.7% | +2.4% | +0.3% | +1.3% |
| 30D | +9.2% | +4.3% | +4.9% | +6.8% |
| 3M | +18.5% | -0.3% | +18.8% | +18.0% |
| 6M | +21.1% | +9.8% | +11.2% | +20.9% |
| All | +21.1% | +9.4% | +11.7% | +20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling