+3.9%
PEP vs RGEN
-42.7%
+46.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.7% | +2.8% | -2.2% | +0.5% |
| 3M | -0.5% | +34.5% | -35.0% | -2.0% |
| 6M | -11.3% | +40.5% | -51.8% | -12.9% |
| YTD | -0.6% | +2.8% | -3.4% | -1.1% |
| 1Y | +1.7% | +39.6% | -38.0% | -0.5% |
| 3Y | -12.5% | +4.4% | -16.9% | -14.2% |
| 5Y | +3.9% | -42.8% | +46.6% | +0.1% |
| All | +3.9% | -42.7% | +46.6% | +0.1% |
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