+97.5%
REGN vs PFGC
+292.9%
-195.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.5% |
| 7D | -5.6% | -4.8% | -0.8% | -5.3% |
| 30D | -2.0% | -12.5% | +10.6% | -1.1% |
| 3M | +28.0% | -9.7% | +37.7% | +28.7% |
| 6M | +1.2% | +7.0% | -5.9% | +0.6% |
| YTD | +1.6% | +4.5% | -2.8% | +1.2% |
| 1Y | +38.2% | -11.6% | +49.8% | +39.0% |
| 3Y | -5.4% | +58.5% | -63.9% | -8.0% |
| 5Y | +21.3% | +112.6% | -91.3% | +16.0% |
| All | +97.5% | +292.9% | -195.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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