+27,047.9%
PGR vs REGN
+3,485.7%
+23,562.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | -0.6% | -5.6% | +5.0% | -0.2% |
| 30D | +4.9% | -2.0% | +6.9% | +5.1% |
| 3M | +7.6% | +28.0% | -20.3% | +5.7% |
| 6M | +8.3% | +1.2% | +7.1% | +8.0% |
| YTD | +1.7% | +1.6% | +0.1% | +1.3% |
| 1Y | -6.8% | +38.2% | -45.1% | -9.4% |
| 3Y | +73.4% | -5.4% | +78.8% | +72.3% |
| 5Y | +161.2% | +21.3% | +139.9% | +153.6% |
| 10Y | +819.5% | +105.2% | +714.3% | +749.6% |
| All | +27,047.9% | +3,485.7% | +23,562.1% | +17,269.9% |
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 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