+38.2%
REGN vs PSA
+6.8%
+31.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -1.8% | -3.8% | -5.1% |
| 30D | -2.0% | -8.4% | +6.4% | +0.6% |
| 3M | +28.0% | -7.8% | +35.8% | +30.8% |
| 6M | +1.2% | +0.8% | +0.4% | +0.5% |
| YTD | +1.6% | +16.5% | -14.9% | -2.2% |
| 1Y | +38.2% | +4.7% | +33.5% | +32.9% |
| All | +38.2% | +6.8% | +31.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling