+1,127.7%
RSP vs PPG
+701.1%
+426.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.4% |
| 7D | -0.8% | -1.5% | +0.7% | 0.0% |
| 30D | -0.3% | -5.0% | +4.6% | +2.4% |
| 3M | +4.3% | +1.1% | +3.1% | +2.8% |
| 6M | +8.8% | -3.2% | +12.0% | +8.8% |
| YTD | +15.3% | +11.9% | +3.4% | +5.6% |
| 1Y | +18.3% | +5.3% | +13.0% | +11.7% |
| 3Y | +52.8% | -15.0% | +67.8% | +59.7% |
| 5Y | +51.7% | -19.6% | +71.3% | +58.5% |
| 10Y | +208.5% | +27.0% | +181.4% | +128.8% |
| All | +1,127.7% | +701.1% | +426.6% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling