+1,127.7%
RSP vs PBR
+2,175.5%
-1,047.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -0.8% | +8.6% | -9.3% | -2.6% |
| 30D | -0.3% | +12.8% | -13.1% | -3.1% |
| 3M | +4.3% | +14.7% | -10.4% | +0.7% |
| 6M | +8.8% | +25.2% | -16.4% | +2.5% |
| YTD | +15.3% | +77.1% | -61.9% | +0.1% |
| 1Y | +18.3% | +69.6% | -51.3% | +3.5% |
| 3Y | +52.8% | +95.6% | -42.8% | +27.1% |
| 5Y | +51.7% | +501.8% | -450.0% | -7.3% |
| 10Y | +208.5% | +640.6% | -432.1% | +55.1% |
| All | +1,127.7% | +2,175.5% | -1,047.8% | +329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling