+4,465.6%
REGN vs PPL
+1,866.4%
+2,599.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +5.7% | -0.4% | +6.0% | +5.8% |
| 30D | +22.8% | +2.6% | +20.1% | +21.7% |
| 3M | +18.7% | +0.8% | +17.9% | +18.3% |
| 6M | +33.1% | +1.4% | +31.7% | +32.3% |
| YTD | +24.3% | +4.3% | +20.0% | +22.1% |
| 1Y | +38.2% | +0.8% | +37.4% | +37.3% |
| 3Y | +21.1% | +57.9% | -36.8% | +3.1% |
| 5Y | +52.8% | +48.3% | +4.5% | +31.5% |
| 10Y | +129.8% | +66.4% | +63.4% | +81.0% |
| All | +4,465.6% | +1,866.4% | +2,599.3% | +1,965.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling