+35.2%
PFE vs RGEN
+402.3%
-367.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.3% |
| 7D | -4.3% | -4.6% | +0.3% | -3.6% |
| 30D | +2.7% | +1.2% | +1.5% | +2.5% |
| 3M | +10.0% | +26.8% | -16.9% | +5.7% |
| 6M | +7.2% | +29.1% | -21.9% | +2.2% |
| YTD | +17.3% | +0.7% | +16.6% | +16.0% |
| 1Y | +20.3% | +39.1% | -18.8% | +13.1% |
| 3Y | -1.6% | +2.2% | -3.9% | -6.5% |
| 5Y | -21.4% | -44.0% | +22.6% | -20.5% |
| 10Y | +35.2% | +412.7% | -377.5% | -21.1% |
| All | +35.2% | +402.3% | -367.0% | -21.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling