+48.4%
RSP vs PFG
+92.7%
-44.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.4% | +2.4% | 0.0% | +1.3% |
| 30D | +4.3% | +5.9% | -1.6% | +1.6% |
| 3M | -0.3% | -0.4% | +0.1% | -0.5% |
| 6M | +9.8% | +14.8% | -5.0% | +2.3% |
| YTD | +16.8% | +31.9% | -15.1% | +1.5% |
| 1Y | +19.5% | +38.8% | -19.3% | +1.3% |
| 3Y | +65.1% | +82.4% | -17.2% | +20.2% |
| All | +48.4% | +92.7% | -44.3% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling