+1,573.8%
PBR vs RGEN
+2,503.5%
-929.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +8.6% | -4.9% | +13.5% | +9.1% |
| 30D | +12.8% | +5.7% | +7.1% | +12.1% |
| 3M | +14.7% | +32.4% | -17.8% | +10.8% |
| 6M | +25.2% | +33.2% | -8.0% | +20.3% |
| YTD | +77.1% | +2.3% | +74.9% | +75.0% |
| 1Y | +69.6% | +39.0% | +30.6% | +61.4% |
| 3Y | +95.6% | -4.6% | +100.2% | +88.9% |
| 5Y | +501.8% | -42.7% | +544.4% | +496.8% |
| 10Y | +640.6% | +433.6% | +207.0% | +450.7% |
| All | +1,573.8% | +2,503.5% | -929.7% | +783.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling