+53.7%
REGN vs PCOR
-36.6%
+90.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -8.2% | +2.6% | -5.0% |
| 30D | -2.0% | -8.1% | +6.2% | -1.4% |
| 3M | +28.0% | +26.2% | +1.7% | +25.8% |
| 6M | +1.2% | -5.0% | +6.2% | +0.9% |
| YTD | +1.6% | -26.8% | +28.4% | +3.2% |
| 1Y | +38.2% | -24.6% | +62.8% | +39.7% |
| 3Y | -5.4% | -19.6% | +14.3% | -6.2% |
| 5Y | +21.3% | -42.4% | +63.6% | +19.8% |
| All | +53.7% | -36.6% | +90.3% | +50.6% |
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