+2,151.7%
PPL vs RGEN
+1,634.9%
+516.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.6% |
| 7D | +0.4% | -1.9% | +2.4% | +0.4% |
| 30D | +5.4% | +3.7% | +1.7% | +5.4% |
| 3M | +4.3% | +8.8% | -4.5% | +4.0% |
| 6M | -1.3% | +38.0% | -39.3% | -2.0% |
| YTD | +4.7% | +5.9% | -1.2% | +4.4% |
| 1Y | +1.3% | +19.7% | -18.4% | +0.7% |
| 3Y | +57.2% | +20.5% | +36.7% | +55.7% |
| 5Y | +48.2% | -35.0% | +83.2% | +47.7% |
| 10Y | +62.7% | +540.9% | -478.2% | +56.2% |
| All | +2,151.7% | +1,634.9% | +516.8% | +2,004.0% |
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