+53.0%
RSP vs PCG
+58.3%
-5.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | -0.8% | -13.9% | +13.1% | +2.1% |
| 30D | -0.3% | -16.9% | +16.5% | +3.4% |
| 3M | +4.3% | -14.7% | +19.0% | +7.2% |
| 6M | +8.8% | -23.8% | +32.6% | +15.3% |
| YTD | +15.3% | -10.5% | +25.8% | +16.4% |
| 1Y | +18.3% | -5.1% | +23.4% | +17.1% |
| 3Y | +52.8% | -11.6% | +64.4% | +51.6% |
| All | +53.0% | +58.3% | -5.3% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling