+236.9%
PSA vs RNG
+340.1%
-103.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 6M | +11.7% | +95.7% | -84.0% | +5.0% |
| YTD | +32.0% | +162.9% | -130.9% | +19.9% |
| 1Y | +26.3% | +180.3% | -154.0% | +14.0% |
| 3Y | +52.4% | +188.3% | -136.0% | +35.1% |
| 5Y | +26.3% | -72.5% | +98.8% | +26.8% |
| 10Y | +132.3% | +236.7% | -104.4% | +90.4% |
| All | +236.9% | +340.1% | -103.2% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling