+48.4%
RSP vs PSLV
+79.9%
-31.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +2.4% | -6.3% | +8.7% | +3.0% |
| 30D | +4.3% | -12.7% | +16.9% | +5.6% |
| 3M | -0.3% | -24.7% | +24.4% | +2.4% |
| 6M | +9.8% | -44.6% | +54.4% | +16.1% |
| YTD | +16.8% | -33.3% | +50.1% | +17.8% |
| 1Y | +19.5% | -8.6% | +28.1% | +14.5% |
| 3Y | +65.1% | +108.2% | -43.0% | +35.0% |
| All | +48.4% | +79.9% | -31.5% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling