+53.3%
PCG vs REGN
+23.2%
+30.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | +0.5% | -6.0% | +6.5% | +1.3% |
| 30D | -18.9% | -0.4% | -18.5% | -19.0% |
| 3M | -15.8% | +32.0% | -47.8% | -19.5% |
| 6M | -22.6% | +3.0% | -25.6% | -23.3% |
| YTD | -12.2% | +3.2% | -15.4% | -13.1% |
| 1Y | -7.1% | +43.4% | -50.5% | -12.6% |
| 3Y | -15.8% | -3.6% | -12.2% | -16.7% |
| 5Y | +53.3% | +23.1% | +30.2% | +41.9% |
| All | +53.3% | +23.2% | +30.1% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling