+143.4%
PEG vs RGEN
+415.7%
-272.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.9% | -1.4% | +0.6% | -0.8% |
| 30D | -3.7% | -0.3% | -3.4% | -3.7% |
| 3M | -7.3% | +23.9% | -31.2% | -8.9% |
| 6M | -10.5% | +38.5% | -49.0% | -12.9% |
| YTD | -7.5% | +0.8% | -8.3% | -8.0% |
| 1Y | -8.7% | +38.2% | -46.9% | -11.5% |
| 3Y | +31.4% | +1.3% | +30.1% | +27.9% |
| 5Y | +37.8% | -44.0% | +81.8% | +37.5% |
| All | +143.4% | +415.7% | -272.3% | +121.9% |
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