+46.9%
PBR vs RGEN
+8.1%
+38.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.4% |
| 7D | -1.0% | -3.3% | +2.3% | -1.2% |
| 30D | -29.3% | -5.8% | -23.5% | -29.5% |
| 3M | +5.5% | +0.2% | +5.3% | +6.0% |
| 6M | -2.9% | +56.8% | -59.7% | +2.5% |
| YTD | +61.5% | +2.4% | +59.1% | +66.1% |
| 1Y | +46.9% | +11.4% | +35.4% | +50.8% |
| All | +46.9% | +8.1% | +38.7% | +50.8% |
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