+203.4%
RSP vs PPG
+26.3%
+177.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | -3.1% | -5.1% | +2.0% | -0.7% |
| 30D | -3.4% | -9.6% | +6.2% | +1.2% |
| 3M | +3.6% | -6.4% | +10.0% | +6.3% |
| 6M | +9.0% | +0.5% | +8.5% | +7.1% |
| YTD | +12.2% | +4.4% | +7.8% | +7.6% |
| 1Y | +15.6% | -0.9% | +16.5% | +13.4% |
| 3Y | +51.6% | -17.0% | +68.6% | +59.7% |
| 5Y | +50.4% | -23.7% | +74.1% | +61.2% |
| All | +203.4% | +26.3% | +177.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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