+403.1%
PL vs RGEN
+12.2%
+390.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.5% | -4.7% | -8.4% |
| 7D | -20.5% | -10.7% | -9.9% | -17.6% |
| 30D | -38.8% | -3.6% | -35.1% | -38.0% |
| 3M | -49.1% | +6.2% | -55.4% | -50.2% |
| 6M | -69.4% | +34.1% | -103.5% | -72.7% |
| YTD | -42.3% | +2.8% | -45.2% | -43.5% |
| 1Y | -14.2% | +15.5% | -29.7% | -20.1% |
| All | +403.1% | +12.2% | +390.9% | +314.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling