+228.8%
RSP vs PR
+169.5%
+59.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | -0.3% | +18.0% | -18.4% | -1.7% |
| 3M | +4.3% | +16.9% | -12.6% | +2.8% |
| 6M | +8.8% | +28.2% | -19.4% | +6.3% |
| YTD | +15.3% | +69.3% | -54.1% | +10.0% |
| 1Y | +18.3% | +69.5% | -51.2% | +12.7% |
| 3Y | +52.8% | +81.7% | -28.9% | +43.7% |
| 5Y | +51.7% | +422.2% | -370.5% | +30.1% |
| 10Y | +208.5% | +110.4% | +98.1% | +178.0% |
| All | +228.8% | +169.5% | +59.3% | +196.0% |
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