+3,634.3%
REGN vs PSA
+16,904.9%
-13,270.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | +28.0% | -7.8% | +35.8% | +31.6% |
| 6M | +1.2% | +0.8% | +0.4% | +0.5% |
| YTD | +1.6% | +16.5% | -14.9% | -4.5% |
| 1Y | +38.2% | +4.7% | +33.5% | +34.9% |
| 3Y | -5.4% | +21.1% | -26.4% | -13.6% |
| 5Y | +21.3% | +14.2% | +7.1% | +11.1% |
| 10Y | +105.2% | +102.6% | +2.6% | +45.2% |
| All | +3,634.3% | +16,904.9% | -13,270.6% | +1,598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling