+1,127.7%
RSP vs PPL
+464.0%
+663.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | +2.7% | -3.4% | -2.1% |
| 30D | -0.3% | +0.5% | -0.8% | -0.6% |
| 3M | +4.3% | +0.7% | +3.6% | +3.6% |
| 6M | +8.8% | -7.6% | +16.4% | +12.6% |
| YTD | +15.3% | +1.8% | +13.4% | +13.3% |
| 1Y | +18.3% | -0.8% | +19.0% | +17.5% |
| 3Y | +52.8% | +56.9% | -4.1% | +18.2% |
| 5Y | +51.7% | +39.5% | +12.2% | +23.7% |
| 10Y | +208.5% | +55.4% | +153.1% | +126.6% |
| All | +1,127.7% | +464.0% | +663.7% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling