+65.0%
PPL vs RGEN
+450.6%
-385.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.0% | -3.1% | +2.2% | -0.8% |
| 30D | +3.0% | +0.1% | +3.0% | +2.9% |
| 3M | +1.1% | +4.8% | -3.6% | +0.5% |
| 6M | -0.8% | +48.9% | -49.7% | -3.9% |
| YTD | +3.5% | +5.3% | -1.9% | +2.4% |
| 1Y | -0.9% | +12.5% | -13.4% | -2.4% |
| 3Y | +54.2% | +17.0% | +37.2% | +48.4% |
| 5Y | +46.3% | -35.4% | +81.7% | +44.3% |
| 10Y | +65.0% | +434.6% | -369.5% | +40.2% |
| All | +65.0% | +450.6% | -385.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling