+69.6%
PBR vs RGEN
+45.2%
+24.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.0% |
| 7D | +8.6% | -4.9% | +13.5% | +8.1% |
| 30D | +12.8% | +5.7% | +7.1% | +13.4% |
| 3M | +14.7% | +32.4% | -17.8% | +17.6% |
| 6M | +25.2% | +33.2% | -8.0% | +28.6% |
| YTD | +77.1% | +2.3% | +74.9% | +81.2% |
| 1Y | +69.6% | +39.0% | +30.6% | +74.0% |
| All | +69.6% | +45.2% | +24.4% | +74.0% |
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