-5.1%
PCG vs RGEN
+45.2%
-50.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | -13.9% | -4.9% | -8.9% | -13.9% |
| 30D | -16.9% | +5.7% | -22.5% | -17.3% |
| 3M | -14.7% | +32.4% | -47.2% | -16.1% |
| 6M | -23.8% | +33.2% | -57.0% | -25.3% |
| YTD | -10.5% | +2.3% | -12.8% | -10.7% |
| 1Y | -5.1% | +39.0% | -44.1% | -9.6% |
| All | -5.1% | +45.2% | -50.3% | -9.6% |
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