+2,600.6%
PPG vs RGEN
+1,550.5%
+1,050.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -2.2% |
| 7D | -3.7% | -4.6% | +0.8% | -3.5% |
| 30D | -7.2% | +1.2% | -8.4% | -7.3% |
| 3M | -7.3% | +26.8% | -34.2% | -8.5% |
| 6M | +0.3% | +29.1% | -28.8% | -1.2% |
| YTD | +6.5% | +0.7% | +5.8% | +6.2% |
| 1Y | +0.5% | +39.1% | -38.5% | -1.4% |
| 3Y | -15.3% | +2.2% | -17.5% | -16.4% |
| 5Y | -22.9% | -44.0% | +21.1% | -22.6% |
| 10Y | +28.4% | +412.7% | -384.3% | +17.2% |
| All | +2,600.6% | +1,550.5% | +1,050.1% | +1,893.6% |
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