+51.5%
RSP vs PSX
+349.1%
-297.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -0.4% | +2.8% | -3.2% | -1.0% |
| 30D | -1.5% | +27.8% | -29.3% | -6.6% |
| 3M | +4.8% | +42.0% | -37.2% | -3.1% |
| 6M | +10.3% | +58.1% | -47.8% | -1.0% |
| YTD | +14.1% | +105.0% | -91.0% | -4.2% |
| 1Y | +17.0% | +104.9% | -87.9% | -2.0% |
| 3Y | +54.2% | +134.1% | -79.9% | +22.2% |
| 5Y | +51.5% | +363.8% | -312.3% | +0.4% |
| All | +51.5% | +349.1% | -297.6% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling