+1,131.3%
PSX vs RSG
+865.1%
+266.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +2.8% | -0.7% | +3.6% | +3.2% |
| 30D | +27.8% | +3.3% | +24.5% | +25.4% |
| 3M | +42.0% | +8.5% | +33.6% | +34.9% |
| 6M | +58.1% | -3.5% | +61.6% | +60.4% |
| YTD | +105.0% | +5.5% | +99.5% | +97.2% |
| 1Y | +104.9% | -1.7% | +106.6% | +104.8% |
| 3Y | +134.1% | +56.9% | +77.2% | +69.6% |
| 5Y | +363.8% | +89.4% | +274.4% | +183.8% |
| 10Y | +370.1% | +412.5% | -42.4% | +53.1% |
| All | +1,131.3% | +865.1% | +266.2% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling