+361.6%
PSX vs RNG
+234.5%
+127.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +7.8% | +4.6% | +3.2% | +7.4% |
| 30D | -10.9% | +0.4% | -11.3% | -11.0% |
| 3M | +14.5% | +11.4% | +3.1% | +13.2% |
| 6M | +56.1% | +95.7% | -39.6% | +46.5% |
| YTD | +109.6% | +162.9% | -53.3% | +89.8% |
| 1Y | +95.5% | +180.3% | -84.7% | +76.0% |
| 3Y | +156.2% | +188.3% | -32.2% | +126.3% |
| 5Y | +310.0% | -72.5% | +382.5% | +319.0% |
| All | +361.6% | +234.5% | +127.2% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling