+998.5%
PAAS vs RGEN
+7,831.0%
-6,832.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.3% |
| 7D | +8.4% | -1.9% | +10.3% | +8.5% |
| 30D | -7.2% | +3.7% | -10.9% | -7.3% |
| 3M | -14.0% | +8.8% | -22.8% | -14.4% |
| 6M | -26.8% | +38.0% | -64.7% | -27.8% |
| YTD | -19.8% | +5.9% | -25.7% | -20.1% |
| 1Y | +22.8% | +19.7% | +3.2% | +21.7% |
| 3Y | +183.6% | +20.5% | +163.1% | +179.4% |
| 5Y | +73.8% | -35.0% | +108.8% | +73.4% |
| 10Y | +185.6% | +540.9% | -355.3% | +168.5% |
| All | +998.5% | +7,831.0% | -6,832.5% | +847.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling