+226.8%
RSP vs PR
+147.8%
+79.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.5% |
| 7D | -1.4% | -16.5% | +15.1% | -0.1% |
| 30D | +2.1% | -4.5% | +6.7% | +2.4% |
| 3M | -0.9% | +8.5% | -9.5% | -1.8% |
| 6M | +7.5% | -3.3% | +10.9% | +7.4% |
| YTD | +14.6% | +55.7% | -41.1% | +9.9% |
| 1Y | +17.6% | +82.0% | -64.4% | +11.4% |
| 3Y | +60.8% | +62.5% | -1.7% | +52.4% |
| 5Y | +46.1% | +223.9% | -177.8% | +29.3% |
| 10Y | +221.4% | +64.2% | +157.2% | +189.4% |
| All | +226.8% | +147.8% | +79.0% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling