+65.1%
RSP vs PPG
+2.6%
+62.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | +0.7% | +1.6% | +2.1% |
| 30D | +4.3% | +17.6% | -13.3% | -1.7% |
| 3M | -0.3% | +7.5% | -7.8% | -3.0% |
| 6M | +9.8% | +17.6% | -7.8% | +2.7% |
| YTD | +16.8% | +22.6% | -5.7% | +6.1% |
| 1Y | +19.5% | +28.0% | -8.5% | +6.4% |
| 3Y | +65.1% | +1.8% | +63.4% | +56.7% |
| All | +65.1% | +2.6% | +62.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling