+211.0%
RSP vs PCG
-76.0%
+287.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +2.4% | +2.2% | +0.2% | +2.2% |
| 30D | +4.3% | +0.8% | +3.5% | +4.2% |
| 3M | -0.3% | -23.8% | +23.5% | +1.7% |
| 6M | +9.8% | -19.6% | +29.4% | +11.5% |
| YTD | +16.8% | -16.7% | +33.6% | +18.1% |
| 1Y | +19.5% | -19.4% | +38.9% | +21.1% |
| 3Y | +65.1% | -18.3% | +83.5% | +66.7% |
| 5Y | +48.7% | +10.4% | +38.3% | +46.2% |
| All | +211.0% | -76.0% | +287.0% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling