+18.3%
RSP vs PCG
-6.6%
+24.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | -0.8% | -13.9% | +13.1% | +0.4% |
| 30D | -0.3% | -16.9% | +16.5% | +1.1% |
| 3M | +4.3% | -14.7% | +19.0% | +5.3% |
| 6M | +8.8% | -23.8% | +32.6% | +11.8% |
| YTD | +15.3% | -10.5% | +25.8% | +15.6% |
| 1Y | +18.3% | -5.1% | +23.4% | +18.1% |
| All | +18.3% | -6.6% | +24.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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