+121.7%
RNG vs PSLV
+49.9%
+71.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -6.1% | -3.5% | -2.6% | -6.0% |
| 30D | +9.6% | -2.1% | +11.8% | +9.7% |
| 3M | +83.3% | -1.6% | +85.0% | +83.7% |
| 6M | +77.9% | -25.5% | +103.4% | +81.0% |
| YTD | +139.9% | -11.4% | +151.3% | +138.4% |
| 1Y | +121.7% | +48.6% | +73.1% | +99.8% |
| All | +121.7% | +49.9% | +71.8% | +99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling