+38.2%
REGN vs PCOR
-22.8%
+61.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -8.2% | +2.6% | -5.3% |
| 30D | -2.0% | -8.1% | +6.2% | -1.7% |
| 3M | +28.0% | +26.2% | +1.7% | +27.9% |
| 6M | +1.2% | -5.0% | +6.2% | +0.1% |
| YTD | +1.6% | -26.8% | +28.4% | -1.1% |
| 1Y | +38.2% | -24.6% | +62.8% | +37.5% |
| All | +38.2% | -22.8% | +61.0% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling