+1,129.2%
PSX vs RGEN
+2,697.7%
-1,568.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | -0.4% | -3.1% | +2.8% | -0.1% |
| 30D | -8.1% | +0.1% | -8.2% | -8.2% |
| 3M | +15.9% | +4.8% | +11.1% | +15.1% |
| 6M | +49.4% | +48.9% | +0.4% | +43.1% |
| YTD | +104.7% | +5.3% | +99.3% | +101.8% |
| 1Y | +89.1% | +12.5% | +76.6% | +85.1% |
| 3Y | +151.7% | +17.0% | +134.8% | +141.2% |
| 5Y | +298.3% | -35.4% | +333.7% | +290.8% |
| 10Y | +357.1% | +434.6% | -77.5% | +247.2% |
| All | +1,129.2% | +2,697.7% | -1,568.6% | +763.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling