-76.7%
PCG vs RGEN
+508.6%
-585.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.0% |
| 7D | -1.1% | +3.5% | -4.5% | -1.5% |
| 30D | +0.1% | +2.9% | -2.8% | -0.4% |
| 3M | -24.4% | +9.2% | -33.6% | -25.6% |
| 6M | -17.7% | +44.9% | -62.6% | -22.0% |
| YTD | -17.4% | +9.2% | -26.6% | -19.3% |
| 1Y | -19.4% | +25.3% | -44.7% | -22.7% |
| 3Y | -18.6% | +21.7% | -40.3% | -23.9% |
| 5Y | +10.2% | -34.5% | +44.7% | +7.8% |
| 10Y | -76.7% | +478.9% | -555.6% | -82.1% |
| All | -76.7% | +508.6% | -585.3% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling