+380.5%
PSX vs RGEN
+415.3%
-34.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +1.8% | -4.6% | +6.4% | +2.3% |
| 30D | +21.6% | +1.2% | +20.5% | +21.4% |
| 3M | +46.5% | +26.8% | +19.6% | +42.7% |
| 6M | +62.0% | +29.1% | +32.9% | +57.0% |
| YTD | +106.3% | +0.7% | +105.6% | +104.8% |
| 1Y | +103.0% | +39.1% | +63.9% | +94.3% |
| 3Y | +135.5% | +2.2% | +133.3% | +127.7% |
| 5Y | +368.5% | -44.0% | +412.5% | +363.6% |
| All | +380.5% | +415.3% | -34.8% | +232.5% |
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