+25.3%
PSA vs RNG
-72.1%
+97.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 3M | +2.2% | +11.4% | -9.2% | +0.9% |
| 6M | +11.7% | +95.7% | -84.0% | +4.2% |
| YTD | +32.0% | +162.9% | -130.9% | +18.2% |
| 1Y | +26.3% | +180.3% | -154.0% | +12.3% |
| 3Y | +52.4% | +188.3% | -136.0% | +32.5% |
| All | +25.3% | -72.1% | +97.4% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling