+213.4%
RSP vs PH
+759.6%
-546.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.7% |
| 7D | -1.0% | +2.0% | -3.0% | -2.0% |
| 30D | +2.6% | -3.7% | +6.3% | +3.9% |
| 3M | -0.8% | -14.0% | +13.3% | +5.7% |
| 6M | +6.3% | +2.1% | +4.2% | +4.0% |
| YTD | +14.1% | +5.1% | +9.1% | +9.5% |
| 1Y | +18.0% | +10.9% | +7.1% | +10.3% |
| 3Y | +61.0% | +132.9% | -71.9% | +2.2% |
| 5Y | +45.6% | +200.1% | -154.5% | -20.5% |
| All | +213.4% | +759.6% | -546.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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