+39.5%
PL vs RGEN
-23.2%
+62.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +10.0% | -3.3% | +13.3% | +11.5% |
| 30D | -2.3% | -5.8% | +3.6% | +0.2% |
| 3M | -44.2% | +0.2% | -44.4% | -44.4% |
| 6M | -66.1% | +56.8% | -122.9% | -71.8% |
| YTD | -30.0% | +2.4% | -32.4% | -32.5% |
| 1Y | +21.0% | +11.4% | +9.6% | +12.5% |
| 3Y | +516.5% | +15.2% | +501.4% | +433.4% |
| 5Y | +32.0% | -35.1% | +67.1% | +24.3% |
| All | +39.5% | -23.2% | +62.7% | +30.5% |
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