+97.5%
REGN vs PRU
+140.2%
-42.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -2.3% | -3.3% | -5.1% |
| 30D | -2.0% | -1.7% | -0.2% | -1.6% |
| 3M | +28.0% | +13.2% | +14.7% | +24.6% |
| 6M | +1.2% | +28.8% | -27.6% | -4.1% |
| YTD | +1.6% | +9.8% | -8.1% | -0.7% |
| 1Y | +38.2% | +17.4% | +20.9% | +33.2% |
| 3Y | -5.4% | +44.9% | -50.3% | -13.0% |
| 5Y | +21.3% | +46.6% | -25.4% | +10.3% |
| All | +97.5% | +140.2% | -42.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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