+512.5%
PG vs RSP
+1,139.7%
-627.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.9% | -0.8% | +2.6% | +2.2% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | +4.8% | +4.3% | +0.5% | +2.6% |
| 6M | -6.1% | +8.8% | -14.9% | -9.9% |
| YTD | +4.5% | +15.3% | -10.8% | -2.7% |
| 1Y | -5.3% | +18.3% | -23.6% | -13.0% |
| 3Y | +2.6% | +52.8% | -50.2% | -17.7% |
| 5Y | +15.6% | +51.7% | -36.1% | -7.9% |
| 10Y | +118.0% | +208.5% | -90.5% | +18.8% |
| All | +512.5% | +1,139.7% | -627.1% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling