+210.3%
RSP vs PPL
+65.0%
+145.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +1.8% | -2.2% | +4.0% | +2.8% |
| 30D | +3.5% | +1.7% | +1.8% | +2.6% |
| 3M | +0.2% | +0.1% | +0.1% | 0.0% |
| 6M | +9.1% | -1.5% | +10.7% | +9.4% |
| YTD | +16.6% | +3.0% | +13.6% | +13.9% |
| 1Y | +17.9% | -1.4% | +19.4% | +17.6% |
| 3Y | +64.6% | +53.5% | +11.1% | +29.8% |
| 5Y | +48.4% | +46.4% | +2.0% | +18.8% |
| All | +210.3% | +65.0% | +145.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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