+3,634.3%
REGN vs PNC
+4,651.9%
-1,017.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -2.0% | -4.4% | +2.4% | -0.6% |
| 3M | +28.0% | +5.2% | +22.7% | +25.6% |
| 6M | +1.2% | +20.6% | -19.5% | -5.1% |
| YTD | +1.6% | +19.8% | -18.1% | -4.7% |
| 1Y | +38.2% | +24.4% | +13.8% | +27.7% |
| 3Y | -5.4% | +131.2% | -136.6% | -29.9% |
| 5Y | +21.3% | +53.1% | -31.8% | +0.5% |
| 10Y | +105.2% | +276.8% | -171.6% | +13.2% |
| All | +3,634.3% | +4,651.9% | -1,017.7% | +604.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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