+12.2%
PCAR vs REGN
+45.3%
-33.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.6% |
| 7D | +3.7% | +14.4% | -10.8% | +1.3% |
| 30D | -2.9% | +28.1% | -31.0% | -7.1% |
| 3M | -21.7% | +22.5% | -44.2% | -24.8% |
| 6M | -6.6% | +31.6% | -38.2% | -11.9% |
| YTD | -2.2% | +21.0% | -23.3% | -5.8% |
| 1Y | +12.2% | +49.0% | -36.7% | +1.1% |
| All | +12.2% | +45.3% | -33.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling