+24.2%
REGN vs PSLV
+146.0%
-121.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.8% |
| 7D | -4.1% | -5.9% | +1.8% | -3.6% |
| 30D | -1.1% | -3.1% | +2.0% | -0.9% |
| 3M | +29.8% | -5.3% | +35.1% | +30.2% |
| 6M | +6.7% | -21.8% | +28.5% | +8.3% |
| YTD | +3.2% | -13.7% | +16.9% | +2.8% |
| 1Y | +42.5% | +42.8% | -0.3% | +34.7% |
| 3Y | -3.7% | +167.3% | -171.0% | -15.0% |
| 5Y | +24.2% | +144.8% | -120.7% | +5.8% |
| All | +24.2% | +146.0% | -121.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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