+54.5%
REGN vs PCOR
-15.7%
+70.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.7% |
| 3M | +20.5% | +32.0% | -11.5% | +17.8% |
| 6M | +35.0% | +54.7% | -19.8% | +30.0% |
| YTD | +24.8% | +6.6% | +18.2% | +23.0% |
| 1Y | +43.0% | -1.7% | +44.6% | +41.7% |
| 3Y | +21.2% | +49.0% | -27.7% | +14.7% |
| 5Y | +54.5% | -12.5% | +67.1% | +46.9% |
| All | +54.5% | -15.7% | +70.3% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling