+33.5%
PEG vs RGEN
-0.1%
+33.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -1.9% | +2.8% | -4.7% | -2.1% |
| 3M | -3.7% | +34.5% | -38.1% | -5.4% |
| 6M | -9.4% | +40.5% | -49.9% | -11.6% |
| YTD | -6.0% | +2.8% | -8.8% | -6.4% |
| 1Y | -4.4% | +39.6% | -44.0% | -6.7% |
| 3Y | +33.5% | +4.4% | +29.1% | +30.2% |
| All | +33.5% | -0.1% | +33.6% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling