+209.8%
RSP vs PSX
+377.2%
-167.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.8% | +1.8% | -3.6% | -2.4% |
| 30D | -2.5% | +21.6% | -24.2% | -8.3% |
| 3M | +3.0% | +46.5% | -43.5% | -8.9% |
| 6M | +8.9% | +62.0% | -53.1% | -7.3% |
| YTD | +13.0% | +106.3% | -93.4% | -11.4% |
| 1Y | +16.2% | +103.0% | -86.7% | -8.7% |
| 3Y | +52.7% | +135.5% | -82.8% | +11.1% |
| 5Y | +50.5% | +368.5% | -318.0% | -17.5% |
| 10Y | +209.8% | +386.6% | -176.7% | +48.9% |
| All | +209.8% | +377.2% | -167.4% | +48.9% |
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