-4.6%
PEP vs RGEN
+12.2%
-16.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.4% |
| 7D | +6.7% | -10.7% | +17.4% | +7.1% |
| 30D | +13.5% | -3.6% | +17.2% | +13.6% |
| 3M | +3.9% | +6.2% | -2.3% | +3.4% |
| 6M | -6.0% | +34.1% | -40.1% | -7.6% |
| YTD | +2.5% | +2.8% | -0.4% | +1.8% |
| 1Y | +3.9% | +15.5% | -11.6% | +2.6% |
| All | -4.6% | +12.2% | -16.8% | -7.9% |
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 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