+363.8%
PSX vs RGEN
-42.7%
+406.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.3% |
| 3M | +42.0% | +34.5% | +7.6% | +37.7% |
| 6M | +58.1% | +40.5% | +17.7% | +52.0% |
| YTD | +105.0% | +2.8% | +102.2% | +103.6% |
| 1Y | +104.9% | +39.6% | +65.3% | +96.2% |
| 3Y | +134.1% | +4.4% | +129.6% | +125.6% |
| 5Y | +363.8% | -42.8% | +406.6% | +305.6% |
| All | +363.8% | -42.7% | +406.6% | +305.6% |
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