+62.8%
PNR vs RGEN
+415.7%
-352.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -6.0% | -1.4% | -4.6% | -5.7% |
| 30D | -14.0% | -0.3% | -13.7% | -14.0% |
| 3M | -21.7% | +23.9% | -45.6% | -25.8% |
| 6M | -37.3% | +38.5% | -75.8% | -42.4% |
| YTD | -45.1% | +0.8% | -45.9% | -46.0% |
| 1Y | -49.1% | +38.2% | -87.3% | -53.7% |
| 3Y | -14.8% | +1.3% | -16.1% | -20.1% |
| 5Y | -21.0% | -44.0% | +23.0% | -19.9% |
| All | +62.8% | +415.7% | -352.9% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling