+72.2%
REGN vs PFGC
+396.6%
-324.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | -6.0% | -4.8% | -1.1% | -5.6% |
| 30D | -0.4% | -17.2% | +16.9% | +1.0% |
| 3M | +32.0% | -6.3% | +38.3% | +32.6% |
| 6M | +3.0% | +8.8% | -5.8% | +2.3% |
| YTD | +3.2% | +4.9% | -1.8% | +2.6% |
| 1Y | +43.4% | -9.5% | +52.9% | +44.1% |
| 3Y | -3.6% | +59.6% | -63.2% | -6.8% |
| 5Y | +23.1% | +113.5% | -90.4% | +16.6% |
| 10Y | +108.3% | +292.8% | -184.5% | +78.1% |
| All | +72.2% | +396.6% | -324.4% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling