+135.3%
PSX vs RSG
+57.5%
+77.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | +1.8% | 0.0% | +1.9% | +1.8% |
| 30D | +21.6% | +3.7% | +18.0% | +20.7% |
| 3M | +46.5% | +6.2% | +40.3% | +44.3% |
| 6M | +62.0% | -2.8% | +64.8% | +63.0% |
| YTD | +106.3% | +5.9% | +100.4% | +103.5% |
| 1Y | +103.0% | -1.8% | +104.7% | +103.3% |
| All | +135.3% | +57.5% | +77.8% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling