+48.1%
PAAS vs RGEN
-35.5%
+83.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | -8.9% | -3.3% | -5.6% | -8.2% |
| 30D | -11.4% | -5.8% | -5.6% | -10.3% |
| 3M | -20.4% | +0.2% | -20.6% | -20.7% |
| 6M | -40.7% | +56.8% | -97.5% | -46.7% |
| YTD | -26.9% | +2.4% | -29.3% | -28.3% |
| 1Y | -3.1% | +11.4% | -14.5% | -6.5% |
| 3Y | +199.3% | +15.2% | +184.1% | +174.8% |
| All | +48.1% | -35.5% | +83.5% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling