+49.6%
PFE vs RGEN
+508.6%
-459.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -1.0% |
| 7D | -4.7% | +3.5% | -8.2% | -5.2% |
| 30D | +3.4% | +2.9% | +0.4% | +2.8% |
| 3M | +9.2% | +9.2% | +0.1% | +7.4% |
| 6M | +15.8% | +44.9% | -29.1% | +8.6% |
| YTD | +23.4% | +9.2% | +14.2% | +20.2% |
| 1Y | +25.8% | +25.3% | +0.5% | +20.0% |
| 3Y | +17.8% | +21.7% | -3.9% | +9.5% |
| 5Y | -20.2% | -34.5% | +14.3% | -21.5% |
| 10Y | +49.6% | +478.9% | -429.3% | -5.6% |
| All | +49.6% | +508.6% | -459.1% | -5.6% |
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