+69.5%
PR vs RGEN
+45.2%
+24.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.7% |
| 7D | +2.9% | -4.9% | +7.8% | +2.6% |
| 30D | +18.0% | +5.7% | +12.4% | +18.6% |
| 3M | +16.9% | +32.4% | -15.6% | +19.2% |
| 6M | +28.2% | +33.2% | -5.0% | +31.3% |
| YTD | +69.3% | +2.3% | +67.0% | +77.3% |
| 1Y | +69.5% | +39.0% | +30.5% | +69.1% |
| All | +69.5% | +45.2% | +24.3% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling