+66.3%
RSP vs PM
+147.1%
-80.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.3% | -7.1% | +6.8% | +0.3% |
| 30D | +4.4% | -2.8% | +7.2% | +4.7% |
| 3M | +1.3% | +6.3% | -5.1% | +0.8% |
| 6M | +10.0% | +9.6% | +0.3% | +9.1% |
| YTD | +17.6% | +25.6% | -8.0% | +15.2% |
| 1Y | +19.2% | +29.7% | -10.4% | +16.4% |
| All | +66.3% | +147.1% | -80.8% | +37.6% |
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 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