+20.2%
PBR vs RGEN
+39.8%
-19.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.2% |
| 7D | +0.3% | -4.6% | +4.9% | -0.3% |
| 30D | +17.5% | +1.2% | +16.4% | +17.7% |
| 3M | +20.9% | +26.8% | -5.9% | +25.5% |
| 6M | +20.2% | +29.1% | -8.8% | +27.2% |
| All | +20.2% | +39.8% | -19.6% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling