+84.5%
PR vs RGEN
+415.2%
-330.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | +6.0% | -3.3% | +9.3% | +6.4% |
| 30D | -4.2% | -5.8% | +1.6% | -3.7% |
| 3M | +10.0% | +0.2% | +9.8% | +9.5% |
| 6M | +15.6% | +56.8% | -41.2% | +8.0% |
| YTD | +68.2% | +2.4% | +65.8% | +65.4% |
| 1Y | +79.2% | +11.4% | +67.8% | +74.0% |
| 3Y | +94.9% | +15.2% | +79.7% | +84.2% |
| 5Y | +272.8% | -35.1% | +307.9% | +255.3% |
| All | +84.5% | +415.2% | -330.7% | +33.0% |
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 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