-44.0%
RGEN vs PFG
+109.8%
-153.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -4.6% | +3.2% | -7.8% | -6.5% |
| 30D | +1.2% | +0.9% | +0.2% | +0.3% |
| 3M | +26.8% | +7.7% | +19.1% | +20.7% |
| 6M | +29.1% | +29.0% | +0.1% | +10.8% |
| YTD | +0.7% | +32.5% | -31.7% | -15.2% |
| 1Y | +39.1% | +47.3% | -8.2% | +9.6% |
| 3Y | +2.2% | +68.2% | -66.0% | -26.3% |
| 5Y | -44.0% | +108.5% | -152.5% | -61.8% |
| All | -44.0% | +109.8% | -153.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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