+15.6%
RSP vs PBR
+80.2%
-64.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.6% |
| 7D | -3.1% | +4.2% | -7.4% | -3.0% |
| 30D | -3.4% | +22.7% | -26.1% | -3.0% |
| 3M | +3.6% | +21.5% | -17.9% | +4.1% |
| 6M | +9.0% | +24.0% | -15.0% | +8.7% |
| YTD | +12.2% | +88.2% | -76.1% | +8.7% |
| 1Y | +15.6% | +74.8% | -59.3% | +11.5% |
| All | +15.6% | +80.2% | -64.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling