+302.5%
PSX vs RGEN
-35.5%
+338.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +7.8% | -3.3% | +11.1% | +8.1% |
| 30D | -10.9% | -5.8% | -5.1% | -10.5% |
| 3M | +14.5% | +0.2% | +14.3% | +14.1% |
| 6M | +56.1% | +56.8% | -0.7% | +48.3% |
| YTD | +109.6% | +2.4% | +107.2% | +107.6% |
| 1Y | +95.5% | +11.4% | +84.1% | +91.7% |
| 3Y | +156.2% | +15.2% | +141.0% | +144.8% |
| All | +302.5% | -35.5% | +338.0% | +241.3% |
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