+6.3%
PSA vs RGEN
+39.1%
-32.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.6% | -2.9% | -0.7% | -3.3% |
| 30D | -9.4% | -0.1% | -9.3% | -9.5% |
| 3M | -8.2% | +25.9% | -34.1% | -10.9% |
| 6M | -1.8% | +35.2% | -37.1% | -6.3% |
| YTD | +15.7% | +0.5% | +15.2% | +13.5% |
| 1Y | +6.3% | +37.0% | -30.7% | +2.2% |
| All | +6.3% | +39.1% | -32.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling