-6.8%
PEG vs RGEN
+45.2%
-52.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | -2.4% | +5.7% | -8.1% | -2.7% |
| 3M | -4.8% | +32.4% | -37.2% | -5.9% |
| 6M | -10.7% | +33.2% | -43.9% | -12.1% |
| YTD | -6.7% | +2.3% | -9.0% | -6.8% |
| 1Y | -6.8% | +39.0% | -45.8% | -6.6% |
| All | -6.8% | +45.2% | -52.0% | -6.6% |
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