+23.4%
REGN vs PSA
+13.7%
+9.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -1.8% | -3.8% | -5.0% |
| 30D | -2.0% | -8.4% | +6.4% | +0.9% |
| 3M | +28.0% | -7.8% | +35.8% | +31.2% |
| 6M | +1.2% | +0.8% | +0.4% | +0.6% |
| YTD | +1.6% | +16.5% | -14.9% | -3.9% |
| 1Y | +38.2% | +4.7% | +33.5% | +35.3% |
| 3Y | -5.4% | +21.1% | -26.4% | -12.0% |
| All | +23.4% | +13.7% | +9.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling