+444.3%
RSP vs PSX
+1,139.4%
-695.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.8% | +4.5% | -5.3% | -2.1% |
| 30D | -0.3% | +26.6% | -26.9% | -7.4% |
| 3M | +4.3% | +39.3% | -35.0% | -6.2% |
| 6M | +8.8% | +56.8% | -48.0% | -6.3% |
| YTD | +15.3% | +101.8% | -86.6% | -8.6% |
| 1Y | +18.3% | +99.6% | -81.3% | -6.3% |
| 3Y | +52.8% | +140.3% | -87.5% | +11.3% |
| 5Y | +51.7% | +339.3% | -287.6% | -13.0% |
| 10Y | +208.5% | +369.9% | -161.4% | +59.4% |
| All | +444.3% | +1,139.4% | -695.1% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling