+215.6%
RSP vs PM
+228.8%
-13.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +3.1% |
| 7D | +0.4% | -7.3% | +7.7% | +3.0% |
| 30D | +3.7% | -4.0% | +7.7% | +5.0% |
| 3M | +0.8% | +2.7% | -2.0% | -0.5% |
| 6M | +9.1% | +14.9% | -5.8% | +3.1% |
| YTD | +16.7% | +23.5% | -6.8% | +6.7% |
| 1Y | +19.7% | +30.4% | -10.7% | +7.2% |
| 3Y | +66.7% | +143.2% | -76.5% | +11.5% |
| 5Y | +48.7% | +159.5% | -110.8% | -4.7% |
| 10Y | +215.6% | +234.7% | -19.1% | +79.6% |
| All | +215.6% | +228.8% | -13.2% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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