+65.1%
RSP vs PBF
+80.0%
-14.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +2.4% | +6.5% | -4.1% | +2.0% |
| 30D | +4.3% | -20.0% | +24.3% | +5.5% |
| 3M | -0.3% | -3.3% | +3.0% | -0.5% |
| 6M | +9.8% | +76.8% | -67.0% | +4.9% |
| YTD | +16.8% | +168.9% | -152.1% | +5.7% |
| 1Y | +19.5% | +96.4% | -76.9% | +11.7% |
| 3Y | +65.1% | +77.2% | -12.1% | +45.0% |
| All | +65.1% | +80.0% | -14.9% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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