+20.3%
PSA vs RNG
+120.1%
-99.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -3.6% | -9.6% | +5.9% | -2.8% |
| 30D | -9.4% | +8.8% | -18.2% | -10.1% |
| 3M | -8.2% | +78.6% | -86.8% | -13.1% |
| 6M | -1.8% | +70.3% | -72.1% | -7.5% |
| YTD | +15.7% | +140.3% | -124.6% | +4.1% |
| 1Y | +6.3% | +126.6% | -120.3% | -4.0% |
| All | +20.3% | +120.1% | -99.9% | +7.1% |
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