+45.4%
RSP vs PR
+225.0%
-179.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -1.0% | -16.4% | +15.4% | +1.5% |
| 30D | +2.6% | -1.9% | +4.5% | +2.7% |
| 3M | -0.8% | +8.0% | -8.7% | -2.4% |
| 6M | +6.3% | +4.1% | +2.2% | +4.9% |
| YTD | +14.1% | +58.7% | -44.6% | +4.5% |
| 1Y | +18.0% | +75.8% | -57.8% | +6.1% |
| 3Y | +61.0% | +73.2% | -12.1% | +42.2% |
| All | +45.4% | +225.0% | -179.7% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling