-78.3%
PSKY vs RGEN
-32.5%
-45.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | -0.1% | -3.2% |
| 7D | -24.6% | +0.9% | -25.4% | -24.9% |
| 30D | -36.1% | +4.4% | -40.6% | -37.7% |
| 3M | -39.9% | +18.9% | -58.8% | -43.6% |
| 6M | -39.9% | +18.9% | -58.8% | -43.6% |
| YTD | -39.9% | +18.9% | -58.8% | -43.6% |
| 1Y | -39.9% | +18.9% | -58.8% | -43.6% |
| 3Y | -40.7% | +14.5% | -55.2% | -43.8% |
| All | -78.3% | -32.5% | -45.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling