+26.0%
PFE vs RGEN
+23.9%
+2.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.8% |
| 7D | -4.7% | +3.5% | -8.2% | -5.0% |
| 30D | +3.4% | +2.9% | +0.4% | +2.9% |
| 3M | +9.2% | +9.2% | +0.1% | +7.8% |
| 6M | +15.8% | +44.9% | -29.1% | +10.3% |
| YTD | +23.4% | +9.2% | +14.2% | +25.0% |
| All | +26.0% | +23.9% | +2.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling