+213.4%
RSP vs PM
+235.7%
-22.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -1.0% | -5.2% | +4.2% | +0.7% |
| 30D | +2.6% | +2.7% | -0.1% | +1.5% |
| 3M | -0.8% | +6.1% | -6.9% | -3.0% |
| 6M | +6.3% | +18.0% | -11.7% | -0.4% |
| YTD | +14.1% | +26.6% | -12.4% | +3.6% |
| 1Y | +18.0% | +36.7% | -18.7% | +4.0% |
| 3Y | +61.0% | +146.0% | -85.0% | +7.7% |
| 5Y | +45.6% | +164.1% | -118.5% | -6.9% |
| All | +213.4% | +235.7% | -22.3% | +77.5% |
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