-85.4%
PSKY vs RGEN
+438.6%
-524.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | -0.1% | -3.7% |
| 7D | -24.6% | +0.9% | -25.4% | -24.8% |
| 30D | -36.1% | +4.4% | -40.6% | -37.2% |
| 3M | -39.9% | +18.9% | -58.8% | -42.4% |
| 6M | -39.9% | +18.9% | -58.8% | -42.4% |
| YTD | -39.9% | +18.9% | -58.8% | -42.4% |
| 1Y | -39.9% | +18.9% | -58.8% | -42.4% |
| 3Y | -40.7% | +14.5% | -55.2% | -42.9% |
| 5Y | -80.0% | -34.3% | -45.7% | -79.5% |
| All | -85.4% | +438.6% | -524.0% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling