+213.2%
RSP vs PPL
+65.3%
+147.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +3.7% | +4.3% | -0.6% | +1.6% |
| 3M | +0.7% | +2.9% | -2.3% | -0.9% |
| 6M | +9.0% | +1.1% | +7.9% | +8.0% |
| YTD | +16.7% | +4.5% | +12.2% | +13.3% |
| 1Y | +19.0% | +0.1% | +18.9% | +17.8% |
| 3Y | +64.7% | +55.7% | +9.0% | +29.1% |
| 5Y | +49.6% | +47.6% | +2.0% | +19.4% |
| 10Y | +213.2% | +66.8% | +146.3% | +127.6% |
| All | +213.2% | +65.3% | +147.8% | +127.6% |
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