+2,090.1%
PPL vs RGEN
+1,576.0%
+514.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +2.7% | -4.9% | +7.6% | +2.7% |
| 30D | +0.5% | +5.7% | -5.2% | +0.3% |
| 3M | +0.7% | +32.4% | -31.8% | +0.1% |
| 6M | -7.6% | +33.2% | -40.8% | -8.2% |
| YTD | +1.8% | +2.3% | -0.5% | +1.6% |
| 1Y | -0.8% | +39.0% | -39.7% | -1.5% |
| 3Y | +56.9% | -4.6% | +61.5% | +56.0% |
| 5Y | +39.5% | -42.7% | +82.2% | +39.3% |
| 10Y | +55.4% | +433.6% | -378.2% | +49.6% |
| All | +2,090.1% | +1,576.0% | +514.1% | +1,948.7% |
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 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