+1,115.8%
RSP vs PFG
+640.4%
+475.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | +2.6% | +2.0% | +0.6% | +1.8% |
| 3M | -0.8% | -3.2% | +2.4% | +0.1% |
| 6M | +6.3% | +10.9% | -4.7% | +2.0% |
| YTD | +14.1% | +28.8% | -14.7% | +3.8% |
| 1Y | +18.0% | +39.2% | -21.2% | +4.4% |
| 3Y | +61.0% | +75.0% | -14.0% | +30.3% |
| 5Y | +45.6% | +91.9% | -46.3% | +12.9% |
| 10Y | +220.2% | +202.3% | +17.9% | +102.6% |
| All | +1,115.8% | +640.4% | +475.4% | +297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling