+65.2%
PR vs RGEN
+527.2%
-462.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.6% |
| 7D | -16.4% | -1.9% | -14.5% | -16.2% |
| 30D | -1.9% | +3.7% | -5.6% | -2.5% |
| 3M | +8.0% | +8.8% | -0.9% | +6.4% |
| 6M | +4.1% | +38.0% | -33.9% | -1.0% |
| YTD | +58.7% | +5.9% | +52.8% | +55.6% |
| 1Y | +75.8% | +19.7% | +56.2% | +69.2% |
| 3Y | +73.2% | +20.5% | +52.6% | +62.9% |
| 5Y | +230.1% | -35.0% | +265.1% | +213.9% |
| All | +65.2% | +527.2% | -462.0% | +27.1% |
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 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