+61.0%
RSP vs PCG
-21.6%
+82.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | -1.0% | -1.6% | +0.6% | -0.8% |
| 30D | +2.6% | +1.4% | +1.2% | +2.3% |
| 3M | -0.8% | -23.4% | +22.6% | +3.2% |
| 6M | +6.3% | -19.4% | +25.6% | +9.0% |
| YTD | +14.1% | -18.5% | +32.6% | +16.5% |
| 1Y | +18.0% | -19.5% | +37.5% | +20.8% |
| 3Y | +61.0% | -21.0% | +82.0% | +61.6% |
| All | +61.0% | -21.6% | +82.6% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling