+147.8%
PR vs RGEN
+496.0%
-348.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -4.2% |
| 7D | -16.5% | -10.7% | -5.9% | -15.5% |
| 30D | -4.5% | -3.6% | -0.9% | -4.3% |
| 3M | +8.5% | +6.2% | +2.3% | +7.4% |
| 6M | -3.3% | +34.1% | -37.5% | -7.5% |
| YTD | +55.7% | +2.8% | +52.9% | +53.3% |
| 1Y | +82.0% | +15.5% | +66.5% | +76.3% |
| 3Y | +62.5% | +12.1% | +50.4% | +54.6% |
| 5Y | +223.9% | -36.9% | +260.8% | +209.5% |
| 10Y | +64.2% | +522.4% | -458.2% | +29.6% |
| All | +147.8% | +496.0% | -348.2% | +100.3% |
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