+52.4%
RSP vs PBR
+97.2%
-44.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.5% | +17.5% | -20.1% | -4.3% |
| 3M | +3.0% | +20.9% | -17.9% | +0.6% |
| 6M | +8.9% | +20.2% | -11.3% | +5.8% |
| YTD | +13.0% | +84.3% | -71.3% | +2.1% |
| 1Y | +16.2% | +77.1% | -60.9% | +5.6% |
| All | +52.4% | +97.2% | -44.7% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling