+134.1%
PSX vs RGEN
-0.1%
+134.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +27.8% | +2.8% | +24.9% | +27.2% |
| 3M | +42.0% | +34.5% | +7.6% | +36.7% |
| 6M | +58.1% | +40.5% | +17.7% | +50.4% |
| YTD | +105.0% | +2.8% | +102.2% | +104.1% |
| 1Y | +104.9% | +39.6% | +65.3% | +93.5% |
| 3Y | +134.1% | +4.4% | +129.6% | +115.0% |
| All | +134.1% | -0.1% | +134.1% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling