+46.1%
RSP vs PPL
+47.7%
-1.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | -1.4% | +1.0% | -2.5% | -1.9% |
| 30D | +2.1% | +6.8% | -4.7% | -0.6% |
| 3M | -0.9% | +3.9% | -4.8% | -2.6% |
| 6M | +7.5% | -2.0% | +9.6% | +8.1% |
| YTD | +14.6% | +5.3% | +9.3% | +11.1% |
| 1Y | +17.6% | +2.2% | +15.4% | +15.6% |
| 3Y | +60.8% | +56.7% | +4.1% | +25.7% |
| 5Y | +46.1% | +49.1% | -2.9% | +15.8% |
| All | +46.1% | +47.7% | -1.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling