+150.0%
PM vs RGEN
+15.2%
+134.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | +0.5% | -3.3% | +3.8% | +0.5% |
| 30D | -3.2% | -5.8% | +2.6% | -3.3% |
| 3M | +6.2% | +0.2% | +6.0% | +6.3% |
| 6M | +7.7% | +56.8% | -49.1% | +8.4% |
| YTD | +27.3% | +2.4% | +24.9% | +28.2% |
| 1Y | +32.8% | +11.4% | +21.3% | +33.5% |
| 3Y | +150.0% | +15.2% | +134.9% | +146.3% |
| All | +150.0% | +15.2% | +134.8% | +146.3% |
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