+62.8%
REGN vs PCOR
-30.9%
+93.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.6% |
| 7D | +4.2% | -9.0% | +13.2% | +4.9% |
| 30D | +7.8% | +4.2% | +3.7% | +7.4% |
| 3M | +31.8% | +14.4% | +17.4% | +30.2% |
| 6M | +5.4% | +0.2% | +5.2% | +4.7% |
| YTD | +7.7% | -20.3% | +27.9% | +8.6% |
| 1Y | +46.7% | -16.1% | +62.8% | +47.0% |
| 3Y | +0.5% | -14.7% | +15.2% | -0.8% |
| 5Y | +22.9% | -43.2% | +66.1% | +20.8% |
| All | +62.8% | -30.9% | +93.7% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling