+454.9%
PBR vs RGEN
-35.5%
+490.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | -1.0% | -3.3% | +2.3% | -0.9% |
| 30D | -29.3% | -5.8% | -23.5% | -29.1% |
| 3M | +5.5% | +0.2% | +5.3% | +5.4% |
| 6M | -2.9% | +56.8% | -59.7% | -5.4% |
| YTD | +61.5% | +2.4% | +59.1% | +61.0% |
| 1Y | +46.9% | +11.4% | +35.4% | +45.6% |
| 3Y | +66.4% | +15.2% | +51.3% | +62.2% |
| All | +454.9% | -35.5% | +490.3% | +423.2% |
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