+97.5%
REGN vs PSKY
-74.6%
+172.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | -5.6% | -2.4% | -3.2% | -5.5% |
| 30D | -2.0% | +11.6% | -13.5% | -2.7% |
| 3M | +28.0% | +1.5% | +26.4% | +27.7% |
| 6M | +1.2% | +7.7% | -6.6% | +0.4% |
| YTD | +1.6% | -20.1% | +21.7% | +2.6% |
| 1Y | +38.2% | -38.3% | +76.5% | +41.6% |
| 3Y | -5.4% | -17.7% | +12.4% | -7.0% |
| 5Y | +21.3% | -69.9% | +91.2% | +25.6% |
| All | +97.5% | -74.6% | +172.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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