+3,280.3%
PEP vs RGEN
+1,584.8%
+1,695.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.3% |
| 7D | +6.7% | -10.7% | +17.4% | +6.9% |
| 30D | +13.5% | -3.6% | +17.2% | +13.6% |
| 3M | +3.9% | +6.2% | -2.3% | +3.7% |
| 6M | -6.0% | +34.1% | -40.1% | -6.7% |
| YTD | +2.5% | +2.8% | -0.4% | +2.2% |
| 1Y | +3.9% | +15.5% | -11.6% | +3.4% |
| 3Y | -4.7% | +12.1% | -16.7% | -5.5% |
| 5Y | +1.1% | -36.9% | +38.0% | +0.7% |
| 10Y | +83.8% | +522.4% | -438.5% | +75.6% |
| All | +3,280.3% | +1,584.8% | +1,695.5% | +2,690.9% |
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 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