+3,159.9%
PEP vs RGEN
+1,576.0%
+1,583.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | -4.9% | +3.5% | -1.3% |
| 30D | +0.2% | +5.7% | -5.5% | +0.1% |
| 3M | -1.1% | +32.4% | -33.6% | -1.7% |
| 6M | -13.5% | +33.2% | -46.7% | -14.1% |
| YTD | -1.2% | +2.3% | -3.5% | -1.4% |
| 1Y | -1.6% | +39.0% | -40.5% | -2.4% |
| 3Y | -12.5% | -4.6% | -7.9% | -13.1% |
| 5Y | +3.0% | -42.7% | +45.7% | +2.9% |
| 10Y | +73.9% | +433.6% | -359.7% | +66.5% |
| All | +3,159.9% | +1,576.0% | +1,583.9% | +2,593.3% |
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