+40.4%
PL vs RGEN
-23.8%
+64.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.5% | -1.8% |
| 7D | +22.3% | -1.2% | +23.4% | +23.0% |
| 30D | -8.3% | -5.1% | -3.2% | -6.3% |
| 3M | -43.3% | +0.5% | -43.8% | -43.5% |
| 6M | -65.8% | +46.6% | -112.4% | -70.9% |
| YTD | -29.5% | +1.6% | -31.1% | -31.9% |
| 1Y | +11.7% | +5.4% | +6.4% | +6.3% |
| 3Y | +540.6% | +12.8% | +527.7% | +458.4% |
| 5Y | +32.9% | -35.6% | +68.5% | +25.4% |
| All | +40.4% | -23.8% | +64.2% | +31.7% |
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 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