+1,127.7%
RSP vs PH
+5,076.6%
-3,948.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | -3.1% | +2.3% | +0.7% |
| 30D | -0.3% | -3.2% | +2.9% | +1.0% |
| 3M | +4.3% | +10.6% | -6.3% | -1.4% |
| 6M | +8.8% | -2.1% | +11.0% | +8.6% |
| YTD | +15.3% | +10.2% | +5.1% | +8.3% |
| 1Y | +18.3% | +28.2% | -9.9% | +2.6% |
| 3Y | +52.8% | +134.9% | -82.1% | -5.4% |
| 5Y | +51.7% | +253.6% | -201.9% | -25.5% |
| 10Y | +208.5% | +804.7% | -596.3% | -14.1% |
| All | +1,127.7% | +5,076.6% | -3,948.9% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling