+103.0%
PSX vs RGEN
+37.5%
+65.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.5% |
| 7D | +1.8% | -4.6% | +6.4% | +1.6% |
| 30D | +21.6% | +1.2% | +20.5% | +21.7% |
| 3M | +46.5% | +26.8% | +19.6% | +48.0% |
| 6M | +62.0% | +29.1% | +32.9% | +64.1% |
| YTD | +106.3% | +0.7% | +105.6% | +111.7% |
| 1Y | +103.0% | +39.1% | +63.9% | +110.9% |
| All | +103.0% | +37.5% | +65.5% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling