+37.0%
PL vs RGEN
-34.8%
+71.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.1% | +11.4% | +13.3% |
| 7D | +10.9% | +3.5% | +7.4% | +9.9% |
| 30D | -16.4% | +2.9% | -19.3% | -17.0% |
| 3M | -39.9% | +9.2% | -49.1% | -42.1% |
| 6M | -63.2% | +44.9% | -108.1% | -68.9% |
| YTD | -27.1% | +9.2% | -36.3% | -31.7% |
| 1Y | +12.2% | +25.3% | -13.1% | -1.3% |
| 3Y | +584.3% | +21.7% | +562.5% | +469.9% |
| 5Y | +37.0% | -34.5% | +71.5% | +34.7% |
| All | +37.0% | -34.8% | +71.8% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling