+539.7%
RSP vs PSLV
+115.4%
+424.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -0.4% | +2.7% | -3.1% | -0.7% |
| 30D | -1.5% | +3.5% | -5.0% | -1.9% |
| 3M | +4.8% | +0.3% | +4.5% | +4.5% |
| 6M | +10.3% | -21.0% | +31.3% | +12.3% |
| YTD | +14.1% | -8.9% | +23.0% | +12.8% |
| 1Y | +17.0% | +54.0% | -37.0% | +8.5% |
| 3Y | +54.2% | +175.4% | -121.3% | +32.6% |
| 5Y | +51.5% | +157.7% | -106.2% | +30.3% |
| 10Y | +204.4% | +184.9% | +19.5% | +153.0% |
| All | +539.7% | +115.4% | +424.3% | +400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling