+376.3%
PSX vs RGEN
+414.1%
-37.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | +1.5% | -2.9% | +4.4% | +1.8% |
| 30D | +15.8% | -0.1% | +15.9% | +15.7% |
| 3M | +43.0% | +25.9% | +17.1% | +39.5% |
| 6M | +61.1% | +35.2% | +25.9% | +55.4% |
| YTD | +104.5% | +0.5% | +104.0% | +103.1% |
| 1Y | +102.5% | +37.0% | +65.6% | +94.2% |
| 3Y | +133.5% | +2.0% | +131.5% | +125.7% |
| 5Y | +367.0% | -44.2% | +411.1% | +362.2% |
| All | +376.3% | +414.1% | -37.8% | +229.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling