+3,652.8%
PNR vs RGEN
+1,576.0%
+2,076.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.4% | -4.9% | +2.6% | -2.1% |
| 30D | -12.8% | +5.7% | -18.4% | -13.0% |
| 3M | -17.0% | +32.4% | -49.4% | -18.2% |
| 6M | -37.4% | +33.2% | -70.6% | -38.4% |
| YTD | -41.6% | +2.3% | -43.9% | -41.8% |
| 1Y | -44.6% | +39.0% | -83.6% | -45.7% |
| 3Y | -12.1% | -4.6% | -7.5% | -12.9% |
| 5Y | -17.4% | -42.7% | +25.3% | -17.0% |
| 10Y | +64.0% | +433.6% | -369.6% | +51.0% |
| All | +3,652.8% | +1,576.0% | +2,076.8% | +2,884.4% |
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