+14,023.4%
PSA vs RGEN
+1,576.0%
+12,447.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -3.7% | -4.9% | +1.3% | -3.5% |
| 30D | -7.7% | +5.7% | -13.4% | -8.0% |
| 3M | -0.6% | +32.4% | -33.0% | -1.8% |
| 6M | -0.9% | +33.2% | -34.1% | -2.2% |
| YTD | +18.7% | +2.3% | +16.4% | +18.2% |
| 1Y | +7.6% | +39.0% | -31.4% | +5.9% |
| 3Y | +23.7% | -4.6% | +28.3% | +22.5% |
| 5Y | +13.7% | -42.7% | +56.3% | +13.7% |
| 10Y | +98.9% | +433.6% | -334.7% | +82.9% |
| All | +14,023.4% | +1,576.0% | +12,447.4% | +10,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling