+662.0%
PBR vs RGEN
+415.7%
+246.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +5.4% | -1.4% | +6.8% | +5.5% |
| 30D | +22.9% | -0.3% | +23.2% | +22.8% |
| 3M | +19.6% | +23.9% | -4.3% | +16.8% |
| 6M | +16.5% | +38.5% | -22.1% | +12.0% |
| YTD | +86.7% | +0.8% | +85.9% | +85.3% |
| 1Y | +74.7% | +38.2% | +36.5% | +67.1% |
| 3Y | +102.6% | +1.3% | +101.3% | +95.3% |
| 5Y | +566.6% | -44.0% | +610.6% | +572.4% |
| All | +662.0% | +415.7% | +246.3% | +457.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling