+451.2%
RSP vs PSX
+1,129.4%
-678.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.4% |
| 7D | +0.4% | -8.0% | +8.4% | +2.9% |
| 30D | +3.7% | -9.0% | +12.8% | +6.3% |
| 3M | +0.8% | +24.7% | -24.0% | -6.4% |
| 6M | +9.1% | +49.3% | -40.3% | -4.6% |
| YTD | +16.7% | +100.2% | -83.5% | -7.7% |
| 1Y | +19.7% | +88.8% | -69.2% | -3.8% |
| 3Y | +66.7% | +152.5% | -85.8% | +19.0% |
| 5Y | +48.7% | +283.2% | -234.5% | -10.8% |
| 10Y | +215.6% | +345.8% | -130.2% | +64.8% |
| All | +451.2% | +1,129.4% | -678.2% | +129.8% |
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