+50.4%
RSP vs PSLV
+148.4%
-98.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.2% |
| 7D | -3.1% | -4.9% | +1.7% | -2.7% |
| 30D | -3.4% | -1.9% | -1.5% | -3.3% |
| 3M | +3.6% | +4.2% | -0.6% | +3.0% |
| 6M | +9.0% | -27.6% | +36.6% | +12.0% |
| YTD | +12.2% | -11.7% | +23.9% | +10.1% |
| 1Y | +15.6% | +49.3% | -33.8% | +4.0% |
| 3Y | +51.6% | +167.1% | -115.5% | +21.8% |
| 5Y | +50.4% | +151.7% | -101.3% | +16.3% |
| All | +50.4% | +148.4% | -98.0% | +16.3% |
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