+23.4%
REGN vs PFG
+111.0%
-87.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | +28.0% | +6.7% | +21.2% | +25.2% |
| 6M | +1.2% | +33.8% | -32.6% | -7.8% |
| YTD | +1.6% | +35.0% | -33.3% | -7.9% |
| 1Y | +38.2% | +46.4% | -8.2% | +22.1% |
| 3Y | -5.4% | +71.7% | -77.0% | -21.0% |
| All | +23.4% | +111.0% | -87.6% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling