+713.9%
PH vs RGEN
+457.6%
+256.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.5% |
| 7D | +2.1% | -2.4% | +4.5% | +2.7% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | -8.8% | +6.6% | -15.4% | -10.6% |
| 6M | +10.0% | +40.9% | -30.9% | +0.7% |
| YTD | +10.5% | +6.2% | +4.3% | +7.0% |
| 1Y | +15.5% | +19.4% | -3.9% | +8.8% |
| 3Y | +136.4% | +17.9% | +118.4% | +114.9% |
| 5Y | +213.6% | -34.0% | +247.6% | +205.5% |
| 10Y | +713.9% | +453.9% | +260.0% | +367.2% |
| All | +713.9% | +457.6% | +256.3% | +367.2% |
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