+367.0%
PSX vs RNG
-70.1%
+437.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.5% | -9.6% | +11.1% | +2.3% |
| 30D | +15.8% | +8.8% | +7.0% | +15.0% |
| 3M | +43.0% | +78.6% | -35.6% | +36.2% |
| 6M | +61.1% | +70.3% | -9.2% | +53.4% |
| YTD | +104.5% | +140.3% | -35.8% | +88.1% |
| 1Y | +102.5% | +126.6% | -24.1% | +86.8% |
| 3Y | +133.5% | +120.2% | +13.3% | +111.9% |
| 5Y | +367.0% | -68.3% | +435.3% | +333.8% |
| All | +367.0% | -70.1% | +437.1% | +333.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling