+35.6%
PEG vs RGEN
-44.3%
+79.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -1.2% |
| 7D | -0.1% | -4.6% | +4.5% | +0.2% |
| 30D | -1.7% | +1.2% | -2.9% | -1.9% |
| 3M | -6.8% | +26.8% | -33.6% | -8.5% |
| 6M | -11.4% | +29.1% | -40.4% | -13.3% |
| YTD | -7.2% | +0.7% | -8.0% | -7.7% |
| 1Y | -6.1% | +39.1% | -45.2% | -9.0% |
| 3Y | +31.8% | +2.2% | +29.5% | +28.2% |
| 5Y | +35.6% | -44.0% | +79.6% | +32.0% |
| All | +35.6% | -44.3% | +79.9% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling