-17.4%
PPG vs RGEN
+1.9%
-19.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.1% | -2.9% | -2.2% | -4.6% |
| 30D | -9.6% | -0.1% | -9.5% | -9.7% |
| 3M | -6.4% | +25.9% | -32.4% | -10.8% |
| 6M | +0.5% | +35.2% | -34.7% | -6.0% |
| YTD | +4.4% | +0.5% | +3.9% | +2.9% |
| 1Y | -0.9% | +37.0% | -37.9% | -8.4% |
| All | -17.4% | +1.9% | -19.2% | -19.7% |
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