+48.4%
RSP vs PH
+203.1%
-154.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.4% | +4.1% | -1.8% | +0.7% |
| 30D | +4.3% | -0.1% | +4.3% | +3.9% |
| 3M | -0.3% | -9.6% | +9.2% | +3.4% |
| 6M | +9.8% | +8.5% | +1.3% | +4.9% |
| YTD | +16.8% | +9.4% | +7.4% | +10.4% |
| 1Y | +19.5% | +14.2% | +5.3% | +10.7% |
| 3Y | +65.1% | +134.0% | -68.9% | +5.4% |
| All | +48.4% | +203.1% | -154.7% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling