+763.1%
PM vs RGEN
+3,709.1%
-2,945.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -4.9% | -4.9% | 0.0% | -4.6% |
| 30D | -3.4% | +5.7% | -9.1% | -3.8% |
| 3M | +5.2% | +32.4% | -27.3% | +2.8% |
| 6M | +3.7% | +33.2% | -29.5% | +1.0% |
| YTD | +15.8% | +2.3% | +13.5% | +14.9% |
| 1Y | +17.4% | +39.0% | -21.6% | +13.4% |
| 3Y | +116.9% | -4.6% | +121.6% | +111.7% |
| 5Y | +117.3% | -42.7% | +160.0% | +116.7% |
| 10Y | +193.8% | +433.6% | -239.8% | +131.0% |
| All | +763.1% | +3,709.1% | -2,945.9% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling