+42.3%
PEG vs RGEN
-37.9%
+80.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.9% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +6.1% | -5.1% | +11.2% | +6.4% |
| 3M | -0.5% | +0.5% | -1.0% | -0.9% |
| 6M | -3.2% | +46.6% | -49.7% | -6.3% |
| YTD | -4.4% | +1.6% | -6.0% | -5.2% |
| 1Y | -7.4% | +5.4% | -12.8% | -8.4% |
| 3Y | +33.9% | +12.8% | +21.1% | +29.2% |
| 5Y | +42.3% | -35.6% | +77.9% | +39.1% |
| All | +42.3% | -37.9% | +80.2% | +39.1% |
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