+2,921.3%
REGN vs PSLV
+109.5%
+2,811.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -5.6% | -3.5% | -2.1% | -5.2% |
| 30D | -2.0% | -2.1% | +0.2% | -1.8% |
| 3M | +28.0% | -1.6% | +29.6% | +27.9% |
| 6M | +1.2% | -25.5% | +26.6% | +3.7% |
| YTD | +1.6% | -11.4% | +13.1% | +0.9% |
| 1Y | +38.2% | +48.6% | -10.3% | +28.7% |
| 3Y | -5.4% | +166.9% | -172.2% | -18.5% |
| 5Y | +21.3% | +152.4% | -131.1% | +4.3% |
| 10Y | +105.2% | +187.8% | -82.6% | +70.2% |
| All | +2,921.3% | +109.5% | +2,811.8% | +2,490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling