-23.1%
PPG vs RGEN
-44.2%
+21.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.2% | -1.4% | -4.8% | -6.0% |
| 30D | -7.9% | -0.3% | -7.6% | -8.0% |
| 3M | -10.2% | +23.9% | -34.1% | -14.5% |
| 6M | +2.7% | +38.5% | -35.9% | -4.9% |
| YTD | +4.9% | +0.8% | +4.1% | +3.3% |
| 1Y | -3.2% | +38.2% | -41.4% | -11.1% |
| 3Y | -17.0% | +1.3% | -18.3% | -22.1% |
| All | -23.1% | -44.2% | +21.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling