+82.3%
REGN vs PENG
+762.7%
-680.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.3% |
| 7D | +4.2% | +4.5% | -0.3% | +3.8% |
| 30D | +7.8% | -7.1% | +14.9% | +8.2% |
| 3M | +31.8% | -27.3% | +59.1% | +32.9% |
| 6M | +5.4% | +169.6% | -164.2% | -6.2% |
| YTD | +7.7% | +164.6% | -157.0% | -4.3% |
| 1Y | +46.7% | +109.5% | -62.8% | +32.7% |
| 3Y | +0.5% | +98.9% | -98.5% | -12.2% |
| 5Y | +22.9% | +116.3% | -93.3% | +4.2% |
| All | +82.3% | +762.7% | -680.3% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling