+52.4%
PSA vs RNG
+179.0%
-126.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -1.4% | +4.6% | -6.0% | -1.8% |
| 30D | +15.2% | +0.4% | +14.8% | +14.9% |
| 3M | +2.2% | +11.4% | -9.2% | +1.0% |
| 6M | +11.7% | +95.7% | -84.0% | +4.5% |
| YTD | +32.0% | +162.9% | -130.9% | +18.2% |
| 1Y | +26.3% | +180.3% | -154.0% | +12.1% |
| 3Y | +52.4% | +188.3% | -136.0% | +31.8% |
| All | +52.4% | +179.0% | -126.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling