-2.2%
REGN vs PCOR
-18.2%
+16.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.1% |
| 7D | -5.2% | -9.0% | +3.8% | -4.6% |
| 30D | +0.1% | -7.0% | +7.0% | +0.5% |
| 3M | +31.2% | +18.3% | +12.9% | +29.7% |
| 6M | +3.6% | -7.8% | +11.4% | +3.4% |
| YTD | +5.0% | -25.6% | +30.6% | +6.2% |
| 1Y | +45.9% | -22.7% | +68.6% | +46.6% |
| All | -2.2% | -18.2% | +16.0% | -1.8% |
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