+49.7%
RSP vs PM
+158.9%
-109.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.3% | -7.1% | +6.8% | +1.1% |
| 30D | +4.4% | -2.8% | +7.2% | +4.9% |
| 3M | +1.3% | +6.3% | -5.1% | -0.1% |
| 6M | +10.0% | +9.6% | +0.3% | +7.6% |
| YTD | +17.6% | +25.6% | -8.0% | +11.2% |
| 1Y | +19.2% | +29.7% | -10.4% | +11.8% |
| 3Y | +66.0% | +147.6% | -81.5% | +20.3% |
| All | +49.7% | +158.9% | -109.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling