+378.1%
PSX vs RSG
+428.9%
-50.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +15.6% | +4.0% | +11.7% | +13.0% |
| 3M | +46.5% | +7.4% | +39.1% | +40.0% |
| 6M | +55.0% | +0.1% | +54.9% | +53.9% |
| YTD | +105.3% | +6.0% | +99.3% | +96.8% |
| 1Y | +101.6% | -3.0% | +104.6% | +103.2% |
| 3Y | +134.1% | +56.5% | +77.6% | +67.1% |
| 5Y | +368.7% | +90.9% | +277.8% | +174.6% |
| All | +378.1% | +428.9% | -50.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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