+54.7%
RSP vs PR
+73.2%
-18.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | -0.3% | +18.0% | -18.4% | -3.0% |
| 3M | +4.3% | +16.9% | -12.6% | +1.4% |
| 6M | +8.8% | +28.2% | -19.4% | +3.4% |
| YTD | +15.3% | +69.3% | -54.1% | +3.4% |
| 1Y | +18.3% | +69.5% | -51.2% | +5.9% |
| All | +54.7% | +73.2% | -18.5% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling