+2,856.5%
PEG vs RGEN
+1,576.0%
+1,280.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +0.7% | -4.9% | +5.6% | +0.8% |
| 30D | -2.4% | +5.7% | -8.1% | -2.6% |
| 3M | -4.8% | +32.4% | -37.2% | -5.4% |
| 6M | -10.7% | +33.2% | -43.9% | -11.4% |
| YTD | -6.7% | +2.3% | -9.0% | -6.9% |
| 1Y | -6.8% | +39.0% | -45.8% | -7.7% |
| 3Y | +34.5% | -4.6% | +39.1% | +33.7% |
| 5Y | +35.8% | -42.7% | +78.4% | +35.6% |
| 10Y | +141.7% | +433.6% | -291.8% | +131.1% |
| All | +2,856.5% | +1,576.0% | +1,280.5% | +2,597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling