+207.1%
RSP vs PM
+193.1%
+14.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -0.8% | -4.9% | +4.1% | +0.9% |
| 30D | -0.3% | -3.4% | +3.1% | +0.7% |
| 3M | +4.3% | +5.2% | -0.9% | +2.0% |
| 6M | +8.8% | +3.7% | +5.1% | +6.4% |
| YTD | +15.3% | +15.8% | -0.5% | +8.0% |
| 1Y | +18.3% | +17.4% | +0.9% | +9.8% |
| 3Y | +52.8% | +116.9% | -64.1% | +6.9% |
| 5Y | +51.7% | +117.3% | -65.6% | +4.6% |
| All | +207.1% | +193.1% | +14.0% | +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