+7.5%
RSP vs PR
-3.2%
+10.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -3.2% |
| 7D | -1.4% | -16.5% | +15.1% | -2.8% |
| 30D | +2.1% | -4.5% | +6.7% | +1.7% |
| 3M | -0.9% | +8.5% | -9.5% | +0.1% |
| 6M | +7.5% | -3.3% | +10.9% | +7.8% |
| All | +7.5% | -3.2% | +10.7% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling