+50.5%
RSP vs PBR
+566.8%
-516.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| YTD | +13.0% | +84.3% | -71.3% | +3.9% |
| 1Y | +16.2% | +77.1% | -60.9% | +7.3% |
| 3Y | +52.7% | +100.8% | -48.1% | +37.4% |
| 5Y | +50.5% | +556.1% | -505.7% | +11.5% |
| All | +50.5% | +566.8% | -516.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling