+46.7%
REGN vs PENG
+118.5%
-71.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -1.8% |
| 7D | +4.2% | +4.5% | -0.3% | +4.3% |
| 30D | +7.8% | -7.1% | +14.9% | +7.7% |
| 3M | +31.8% | -27.3% | +59.1% | +31.0% |
| 6M | +5.4% | +169.6% | -164.2% | -1.5% |
| YTD | +7.7% | +164.6% | -157.0% | -0.1% |
| 1Y | +46.7% | +109.5% | -62.8% | +33.2% |
| All | +46.7% | +118.5% | -71.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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