+110.5%
REGN vs PENG
+689.3%
-578.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.8% |
| 7D | +5.7% | +13.2% | -7.6% | +4.7% |
| 30D | +22.8% | -29.9% | +52.7% | +25.0% |
| 3M | +18.7% | -22.2% | +40.9% | +19.3% |
| 6M | +33.1% | -1.9% | +35.0% | +28.7% |
| YTD | +24.3% | +142.1% | -117.9% | +9.9% |
| 1Y | +38.2% | +151.5% | -113.3% | +21.6% |
| 3Y | +21.1% | +206.9% | -185.9% | +1.9% |
| 5Y | +52.8% | +58.2% | -5.4% | +31.7% |
| All | +110.5% | +689.3% | -578.9% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling