-14.6%
PNR vs RGEN
+1.9%
-16.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.5% | -2.9% | -2.6% | -4.8% |
| 30D | -15.6% | -0.1% | -15.5% | -15.7% |
| 3M | -20.2% | +25.9% | -46.1% | -24.9% |
| 6M | -36.6% | +35.2% | -71.8% | -41.7% |
| YTD | -45.0% | +0.5% | -45.5% | -45.9% |
| 1Y | -47.4% | +37.0% | -84.4% | -52.3% |
| All | -14.6% | +1.9% | -16.5% | -13.8% |
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