+22,650.5%
PH vs RGEN
+1,634.9%
+21,015.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.7% |
| 7D | +2.0% | -1.9% | +3.9% | +2.1% |
| 30D | -3.7% | +3.7% | -7.4% | -3.9% |
| 3M | -14.0% | +8.8% | -22.8% | -14.6% |
| 6M | +2.1% | +38.0% | -35.8% | 0.0% |
| YTD | +5.1% | +5.9% | -0.8% | +4.3% |
| 1Y | +10.9% | +19.7% | -8.7% | +9.3% |
| 3Y | +132.9% | +20.5% | +112.4% | +127.8% |
| 5Y | +200.1% | -35.0% | +235.1% | +199.3% |
| 10Y | +783.8% | +540.9% | +242.9% | +689.6% |
| All | +22,650.5% | +1,634.9% | +21,015.6% | +16,422.2% |
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 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