+59.6%
PCAR vs REGN
-1.1%
+60.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -5.2% | +5.0% | +0.9% |
| 30D | -6.9% | +0.1% | -7.0% | -7.0% |
| 3M | +2.1% | +31.2% | -29.1% | -4.4% |
| 6M | +1.6% | +3.6% | -2.0% | +0.4% |
| YTD | +12.2% | +5.0% | +7.2% | +10.3% |
| 1Y | +28.0% | +45.9% | -17.8% | +16.0% |
| All | +59.6% | -1.1% | +60.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling