+213.2%
RSP vs PSX
+342.3%
-129.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.7% | -7.8% | +8.5% | +3.1% |
| 30D | +3.7% | -9.9% | +13.6% | +6.6% |
| 3M | +0.7% | +16.9% | -16.3% | -4.7% |
| 6M | +9.0% | +48.0% | -38.9% | -4.5% |
| YTD | +16.7% | +98.3% | -81.7% | -7.8% |
| 1Y | +19.0% | +86.2% | -67.2% | -4.3% |
| 3Y | +64.7% | +144.0% | -79.2% | +18.0% |
| 5Y | +49.6% | +287.7% | -238.1% | -12.2% |
| 10Y | +213.2% | +338.3% | -125.2% | +58.7% |
| All | +213.2% | +342.3% | -129.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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