+48.5%
PFE vs RGEN
+411.3%
-362.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.6% |
| 7D | -2.1% | -1.2% | -0.9% | -2.0% |
| 30D | +3.1% | -5.1% | +8.2% | +3.7% |
| 3M | +11.2% | +0.5% | +10.7% | +10.6% |
| 6M | +15.0% | +46.6% | -31.5% | +7.7% |
| YTD | +23.5% | +1.6% | +21.9% | +21.5% |
| 1Y | +18.9% | +5.4% | +13.5% | +16.3% |
| 3Y | +18.7% | +12.8% | +5.9% | +11.5% |
| 5Y | -24.0% | -35.6% | +11.6% | -25.2% |
| All | +48.5% | +411.3% | -362.8% | -5.2% |
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