+556.1%
PBR vs RGEN
-44.3%
+600.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.6% |
| 7D | +0.3% | -4.6% | +4.9% | +0.6% |
| 30D | +17.5% | +1.2% | +16.4% | +17.4% |
| 3M | +20.9% | +26.8% | -5.9% | +19.3% |
| 6M | +20.2% | +29.1% | -8.8% | +18.3% |
| YTD | +84.3% | +0.7% | +83.6% | +84.0% |
| 1Y | +77.1% | +39.1% | +38.0% | +72.6% |
| 3Y | +100.8% | +2.2% | +98.6% | +97.1% |
| 5Y | +556.1% | -44.0% | +600.1% | +538.4% |
| All | +556.1% | -44.3% | +600.4% | +538.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling