+202.8%
PSA vs RNG
+327.7%
-124.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.9% |
| 7D | -3.7% | +5.8% | -9.4% | -4.1% |
| 30D | -7.7% | +19.6% | -27.4% | -9.1% |
| 3M | -0.6% | +67.0% | -67.6% | -5.0% |
| 6M | -0.9% | +88.4% | -89.3% | -6.7% |
| YTD | +18.7% | +155.5% | -136.8% | +8.3% |
| 1Y | +7.6% | +141.7% | -134.0% | -1.6% |
| 3Y | +23.7% | +131.1% | -107.4% | +11.6% |
| 5Y | +13.7% | -70.6% | +84.2% | +13.6% |
| 10Y | +98.9% | +228.2% | -129.4% | +63.5% |
| All | +202.8% | +327.7% | -124.9% | +141.7% |
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