+221.7%
PR vs RGEN
-35.1%
+256.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.4% |
| 7D | -16.4% | -1.9% | -14.5% | -16.1% |
| 30D | -1.9% | +3.7% | -5.6% | -2.8% |
| 3M | +8.0% | +8.8% | -0.9% | +5.5% |
| 6M | +4.1% | +38.0% | -33.9% | -3.9% |
| YTD | +58.7% | +5.9% | +52.8% | +53.9% |
| 1Y | +75.8% | +19.7% | +56.2% | +65.3% |
| 3Y | +73.2% | +20.5% | +52.6% | +55.3% |
| All | +221.7% | -35.1% | +256.9% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling