-71.5%
PSKY vs RGEN
-44.3%
-27.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.9% |
| 7D | -6.8% | -4.6% | -2.3% | -5.8% |
| 30D | +10.2% | +1.2% | +9.1% | +9.9% |
| 3M | +0.3% | +26.8% | -26.6% | -5.9% |
| 6M | -7.8% | +29.1% | -36.8% | -14.4% |
| YTD | -23.0% | +0.7% | -23.7% | -24.2% |
| 1Y | -31.6% | +39.1% | -70.7% | -38.7% |
| 3Y | -21.3% | +2.2% | -23.6% | -27.7% |
| 5Y | -71.5% | -44.0% | -27.5% | -73.7% |
| All | -71.5% | -44.3% | -27.2% | -73.7% |
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