+213.4%
RSP vs PPL
+62.0%
+151.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -1.0% | +0.4% | -1.5% | -1.2% |
| 30D | +2.6% | +5.4% | -2.9% | 0.0% |
| 3M | -0.8% | +4.3% | -5.1% | -2.9% |
| 6M | +6.3% | -1.3% | +7.6% | +6.5% |
| YTD | +14.1% | +4.7% | +9.4% | +10.7% |
| 1Y | +18.0% | +1.3% | +16.8% | +16.2% |
| 3Y | +61.0% | +57.2% | +3.8% | +25.7% |
| 5Y | +45.6% | +48.2% | -2.6% | +16.1% |
| All | +213.4% | +62.0% | +151.4% | +129.5% |
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