+21.6%
REGN vs PCOR
+49.8%
-28.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.1% | +4.6% |
| 7D | +3.1% | +2.5% | +0.5% | +2.9% |
| 30D | +25.8% | +37.9% | -12.1% | +22.8% |
| 3M | +20.5% | +32.0% | -11.5% | +17.9% |
| 6M | +35.0% | +54.7% | -19.8% | +30.0% |
| YTD | +24.8% | +6.6% | +18.2% | +23.1% |
| 1Y | +43.0% | -1.7% | +44.6% | +42.0% |
| All | +21.6% | +49.8% | -28.3% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling