+14.3%
PAAS vs RGEN
+23.9%
-9.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.3% | +2.0% |
| 7D | +8.8% | +3.5% | +5.4% | +7.7% |
| 30D | -8.5% | +2.9% | -11.4% | -9.3% |
| 3M | -17.0% | +9.2% | -26.2% | -19.7% |
| 6M | -27.9% | +44.9% | -72.8% | -36.2% |
| YTD | -17.5% | +9.2% | -26.7% | -15.9% |
| All | +14.3% | +23.9% | -9.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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