+35.3%
PFE vs RGEN
+412.9%
-377.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +3.8% | +2.8% | +1.0% | +3.3% |
| 3M | +10.4% | +34.5% | -24.1% | +5.1% |
| 6M | +6.3% | +40.5% | -34.2% | 0.0% |
| YTD | +17.4% | +2.8% | +14.5% | +15.7% |
| 1Y | +21.1% | +39.6% | -18.5% | +13.8% |
| 3Y | -1.6% | +4.4% | -6.0% | -6.7% |
| 5Y | -22.2% | -42.8% | +20.6% | -21.6% |
| All | +35.3% | +412.9% | -377.6% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling