+3,030.5%
REGN vs PRU
+806.6%
+2,223.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +4.2% | +1.9% | +2.4% | +3.6% |
| 30D | +7.8% | +2.7% | +5.1% | +6.9% |
| 3M | +31.8% | +19.5% | +12.3% | +24.5% |
| 6M | +5.4% | +26.6% | -21.3% | -2.4% |
| YTD | +7.7% | +12.3% | -4.7% | +3.2% |
| 1Y | +46.7% | +18.0% | +28.6% | +38.2% |
| 3Y | +0.5% | +47.0% | -46.5% | -12.8% |
| 5Y | +22.9% | +48.4% | -25.5% | +4.5% |
| 10Y | +115.0% | +142.4% | -27.5% | +39.6% |
| All | +3,030.5% | +806.6% | +2,223.9% | +617.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling