+87.3%
PCG vs RGEN
+1,565.2%
-1,477.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | -2.7% | -5.1% | +2.4% | -2.6% |
| 3M | -25.1% | +0.5% | -25.6% | -25.1% |
| 6M | -22.3% | +46.6% | -68.9% | -23.1% |
| YTD | -18.5% | +1.6% | -20.1% | -18.7% |
| 1Y | -21.8% | +5.4% | -27.2% | -22.1% |
| 3Y | -21.0% | +12.8% | -33.9% | -21.8% |
| 5Y | +8.1% | -35.6% | +43.7% | +7.7% |
| 10Y | -76.6% | +415.7% | -492.3% | -77.5% |
| All | +87.3% | +1,565.2% | -1,477.9% | +73.7% |
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