-5.4%
REGN vs PFG
+70.6%
-75.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.8% |
| 7D | -5.6% | -0.4% | -5.1% | -5.5% |
| 30D | -2.0% | +2.9% | -4.8% | -3.0% |
| 3M | +28.0% | +6.7% | +21.2% | +24.9% |
| 6M | +1.2% | +33.8% | -32.6% | -9.1% |
| YTD | +1.6% | +35.0% | -33.3% | -9.3% |
| 1Y | +38.2% | +46.4% | -8.2% | +19.4% |
| 3Y | -5.4% | +71.7% | -77.0% | -23.5% |
| All | -5.4% | +70.6% | -75.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling