+4,153.9%
RGEN vs PSLV
+120.6%
+4,033.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.4% |
| 7D | -4.6% | +3.3% | -7.9% | -5.0% |
| 30D | +1.2% | +2.1% | -1.0% | +0.9% |
| 3M | +26.8% | +7.1% | +19.7% | +25.3% |
| 6M | +29.1% | -21.6% | +50.6% | +32.7% |
| YTD | +0.7% | -6.7% | +7.4% | -0.5% |
| 1Y | +39.1% | +59.3% | -20.2% | +26.4% |
| 3Y | +2.2% | +182.1% | -179.8% | -14.6% |
| 5Y | -44.0% | +162.6% | -206.6% | -53.2% |
| 10Y | +412.7% | +203.0% | +209.7% | +315.2% |
| All | +4,153.9% | +120.6% | +4,033.3% | +3,744.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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