+7.3%
PL vs RGEN
+23.9%
-16.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.1% | +11.4% | +14.2% |
| 7D | +10.9% | +3.5% | +7.4% | +10.6% |
| 30D | -16.4% | +2.9% | -19.3% | -16.3% |
| 3M | -39.9% | +9.2% | -49.1% | -39.8% |
| 6M | -63.2% | +44.9% | -108.1% | -62.9% |
| YTD | -27.1% | +9.2% | -36.3% | -21.2% |
| All | +7.3% | +23.9% | -16.6% | +12.1% |
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