+61.7%
PCG vs REGN
+3,618.0%
-3,556.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.7% |
| 7D | +5.4% | -1.6% | +7.0% | +5.5% |
| 30D | -15.1% | +3.4% | -18.5% | -15.3% |
| 3M | -9.8% | +32.7% | -42.5% | -11.2% |
| 6M | -18.0% | +6.9% | -24.9% | -18.4% |
| YTD | -7.2% | +5.4% | -12.6% | -7.6% |
| 1Y | +2.9% | +45.8% | -43.0% | +0.6% |
| 3Y | -11.1% | -1.5% | -9.6% | -11.6% |
| 5Y | +61.8% | +22.2% | +39.6% | +58.6% |
| 10Y | -75.2% | +103.6% | -178.7% | -76.3% |
| All | +61.7% | +3,618.0% | -3,556.3% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling