+575.8%
PBR vs RGEN
+415.2%
+160.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | -29.3% | -5.8% | -23.5% | -29.0% |
| 3M | +5.5% | +0.2% | +5.3% | +5.2% |
| 6M | -2.9% | +56.8% | -59.7% | -7.5% |
| YTD | +61.5% | +2.4% | +59.1% | +59.8% |
| 1Y | +46.9% | +11.4% | +35.4% | +43.9% |
| 3Y | +66.4% | +15.2% | +51.3% | +58.4% |
| 5Y | +460.3% | -35.1% | +495.4% | +453.0% |
| All | +575.8% | +415.2% | +160.6% | +376.9% |
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 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