+135.3%
PSX vs RNG
+122.1%
+13.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.8% | -4.1% | +5.9% | +2.2% |
| 30D | +21.6% | +8.6% | +13.0% | +20.6% |
| 3M | +46.5% | +78.0% | -31.5% | +37.6% |
| 6M | +62.0% | +67.0% | -5.0% | +52.5% |
| YTD | +106.3% | +142.4% | -36.1% | +84.3% |
| 1Y | +103.0% | +120.4% | -17.5% | +83.1% |
| All | +135.3% | +122.1% | +13.3% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling