-2.2%
REGN vs PPL
+53.1%
-55.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | +0.1% | -1.3% | +1.3% | +0.3% |
| 3M | +31.2% | -2.6% | +33.8% | +31.8% |
| 6M | +3.6% | -8.4% | +12.0% | +5.0% |
| YTD | +5.0% | +0.2% | +4.8% | +4.9% |
| 1Y | +45.9% | -0.2% | +46.1% | +45.5% |
| All | -2.2% | +53.1% | -55.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling