+209.8%
RSP vs PFG
+239.8%
-29.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -1.8% | +3.2% | -5.0% | -3.4% |
| 30D | -2.5% | +0.9% | -3.5% | -3.1% |
| 3M | +3.0% | +7.7% | -4.7% | -0.9% |
| 6M | +8.9% | +29.0% | -20.1% | -3.7% |
| YTD | +13.0% | +32.5% | -19.5% | -1.7% |
| 1Y | +16.2% | +47.3% | -31.1% | -4.0% |
| 3Y | +52.7% | +68.2% | -15.5% | +16.8% |
| 5Y | +50.5% | +108.5% | -58.0% | +2.1% |
| 10Y | +209.8% | +241.4% | -31.5% | +49.6% |
| All | +209.8% | +239.8% | -29.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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