+2,164.3%
PPL vs RGEN
+1,584.8%
+579.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +0.9% |
| 7D | +1.0% | -10.7% | +11.7% | +1.2% |
| 30D | +6.8% | -3.6% | +10.5% | +6.9% |
| 3M | +3.9% | +6.2% | -2.4% | +3.7% |
| 6M | -2.0% | +34.1% | -36.2% | -2.7% |
| YTD | +5.3% | +2.8% | +2.5% | +5.0% |
| 1Y | +2.2% | +15.5% | -13.3% | +1.7% |
| 3Y | +56.7% | +12.1% | +44.7% | +55.4% |
| 5Y | +49.1% | -36.9% | +85.9% | +48.6% |
| 10Y | +63.6% | +522.4% | -458.7% | +57.2% |
| All | +2,164.3% | +1,584.8% | +579.5% | +2,016.8% |
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