+54.7%
RSP vs PM
+117.4%
-62.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -0.8% | -4.9% | +4.1% | -0.3% |
| 30D | -0.3% | -3.4% | +3.1% | 0.0% |
| 3M | +4.3% | +5.2% | -0.9% | +3.7% |
| 6M | +8.8% | +3.7% | +5.1% | +8.2% |
| YTD | +15.3% | +15.8% | -0.5% | +13.2% |
| 1Y | +18.3% | +17.4% | +0.9% | +15.9% |
| All | +54.7% | +117.4% | -62.7% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling