+87.1%
REGN vs PCOR
-8.1%
+95.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +5.3% | +2.2% | +3.2% | +5.2% |
| 30D | +26.3% | +37.4% | -11.1% | +23.2% |
| 3M | +19.3% | +33.2% | -13.9% | +16.5% |
| 6M | +31.8% | +60.6% | -28.8% | +26.7% |
| YTD | +23.7% | +6.2% | +17.5% | +22.0% |
| 1Y | +40.2% | -1.1% | +41.3% | +39.0% |
| 3Y | +20.2% | +48.4% | -28.2% | +13.8% |
| 5Y | +52.1% | -13.1% | +65.2% | +45.5% |
| All | +87.1% | -8.1% | +95.1% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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