-76.3%
PCG vs REGN
+105.3%
-181.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.3% |
| 7D | -3.5% | -5.6% | +2.1% | -2.3% |
| 30D | -20.6% | -2.0% | -18.6% | -20.4% |
| 3M | -17.6% | +28.0% | -45.5% | -22.1% |
| 6M | -23.5% | +1.2% | -24.6% | -24.1% |
| YTD | -13.6% | +1.6% | -15.3% | -14.6% |
| 1Y | -11.3% | +38.2% | -49.6% | -18.4% |
| 3Y | -16.9% | -5.4% | -11.6% | -18.2% |
| 5Y | +50.8% | +21.3% | +29.5% | +36.6% |
| All | -76.3% | +105.3% | -181.6% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling