+180.5%
PL vs RGEN
+45.2%
+135.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -9.3% | -4.9% | -4.4% | -9.5% |
| 30D | -18.9% | +5.7% | -24.6% | -18.5% |
| 3M | -58.4% | +32.4% | -90.8% | -57.6% |
| 6M | -30.3% | +33.2% | -63.5% | -29.0% |
| YTD | -8.1% | +2.3% | -10.4% | -6.1% |
| 1Y | +180.5% | +39.0% | +141.5% | +255.2% |
| All | +180.5% | +45.2% | +135.3% | +255.2% |
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 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