+3,598.6%
REGN vs PFG
+998.8%
+2,599.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -6.0% | -3.0% | -3.0% | -5.1% |
| 30D | -0.4% | +2.5% | -2.8% | -1.2% |
| 3M | +32.0% | +6.1% | +25.9% | +29.5% |
| 6M | +3.0% | +31.3% | -28.3% | -5.3% |
| YTD | +3.2% | +33.6% | -30.4% | -5.9% |
| 1Y | +43.4% | +48.5% | -5.1% | +26.8% |
| 3Y | -3.6% | +69.6% | -73.2% | -18.9% |
| 5Y | +23.1% | +111.5% | -88.4% | -5.0% |
| 10Y | +108.3% | +244.2% | -135.9% | +25.3% |
| All | +3,598.6% | +998.8% | +2,599.7% | +1,118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling