+82.3%
PL vs RGEN
-42.4%
+124.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -9.3% | -4.9% | -4.4% | -7.6% |
| 30D | -18.9% | +5.7% | -24.6% | -20.6% |
| 3M | -58.4% | +32.4% | -90.8% | -63.1% |
| 6M | -30.3% | +33.2% | -63.5% | -39.8% |
| YTD | -8.1% | +2.3% | -10.4% | -11.3% |
| 1Y | +180.5% | +39.0% | +141.5% | +133.4% |
| 3Y | +444.1% | -4.6% | +448.8% | +403.9% |
| All | +82.3% | -42.4% | +124.7% | +73.9% |
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