+3,899.5%
PG vs RGEN
+1,550.5%
+2,349.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -2.0% |
| 7D | -3.4% | -4.6% | +1.2% | -3.3% |
| 30D | -2.6% | +1.2% | -3.7% | -2.6% |
| 3M | -3.3% | +26.8% | -30.2% | -3.7% |
| 6M | -6.7% | +29.1% | -35.8% | -7.2% |
| YTD | +1.7% | +0.7% | +1.0% | +1.6% |
| 1Y | -7.9% | +39.1% | -47.0% | -8.5% |
| 3Y | +0.9% | +2.2% | -1.3% | +0.3% |
| 5Y | +12.6% | -44.0% | +56.6% | +12.5% |
| 10Y | +117.2% | +412.7% | -295.6% | +110.2% |
| All | +3,899.5% | +1,550.5% | +2,349.0% | +3,507.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling