+253.6%
PH vs RGEN
-42.4%
+296.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -3.1% | -4.9% | +1.9% | -2.1% |
| 30D | -3.2% | +5.7% | -8.9% | -4.5% |
| 3M | +10.6% | +32.4% | -21.9% | +3.7% |
| 6M | -2.1% | +33.2% | -35.3% | -9.0% |
| YTD | +10.2% | +2.3% | +7.9% | +8.3% |
| 1Y | +28.2% | +39.0% | -10.8% | +17.4% |
| 3Y | +134.9% | -4.6% | +139.5% | +124.2% |
| All | +253.6% | -42.4% | +296.1% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling