+821.1%
PM vs RGEN
+3,966.8%
-3,145.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.6% |
| 7D | -7.3% | +3.5% | -10.7% | -7.5% |
| 30D | -4.0% | +2.9% | -6.9% | -4.3% |
| 3M | +2.7% | +9.2% | -6.4% | +1.9% |
| 6M | +14.9% | +44.9% | -30.1% | +11.2% |
| YTD | +23.5% | +9.2% | +14.3% | +21.8% |
| 1Y | +30.4% | +25.3% | +5.1% | +27.1% |
| 3Y | +143.2% | +21.7% | +121.5% | +132.9% |
| 5Y | +159.5% | -34.5% | +194.0% | +155.9% |
| 10Y | +234.7% | +478.9% | -244.3% | +161.4% |
| All | +821.1% | +3,966.8% | -3,145.8% | +387.3% |
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 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