+27.6%
PH vs RGEN
+40.4%
-12.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | -10.8% | +2.8% | -13.6% | -11.2% |
| 3M | +8.5% | +34.5% | -26.0% | +3.2% |
| 6M | +3.9% | +40.5% | -36.5% | -2.5% |
| YTD | +9.4% | +2.8% | +6.6% | +8.8% |
| All | +27.6% | +40.4% | -12.8% | +21.8% |
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