+1,112.1%
PSX vs RGEN
+2,616.4%
-1,504.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +4.5% | -4.9% | +9.5% | +5.0% |
| 30D | +26.6% | +5.7% | +20.9% | +25.9% |
| 3M | +39.3% | +32.4% | +6.8% | +35.2% |
| 6M | +56.8% | +33.2% | +23.6% | +51.6% |
| YTD | +101.8% | +2.3% | +99.5% | +99.9% |
| 1Y | +99.6% | +39.0% | +60.6% | +91.4% |
| 3Y | +140.3% | -4.6% | +145.0% | +134.1% |
| 5Y | +339.3% | -42.7% | +382.0% | +335.9% |
| 10Y | +369.9% | +433.6% | -63.7% | +257.4% |
| All | +1,112.1% | +2,616.4% | -1,504.3% | +755.8% |
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