+205.8%
RSP vs PSLV
+190.6%
+15.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.9% | -3.5% | +1.6% | -1.5% |
| 30D | -2.8% | -2.1% | -0.7% | -2.6% |
| 3M | +2.8% | -1.6% | +4.5% | +2.8% |
| 6M | +10.2% | -25.5% | +35.7% | +13.6% |
| YTD | +13.1% | -11.4% | +24.5% | +11.2% |
| 1Y | +14.8% | +48.6% | -33.8% | +2.8% |
| 3Y | +52.6% | +166.9% | -114.3% | +21.7% |
| 5Y | +51.6% | +152.4% | -100.8% | +20.4% |
| All | +205.8% | +190.6% | +15.3% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling