+49.7%
INCY vs PFG
+251.1%
-201.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -4.2% | -0.4% | -3.7% | -4.1% |
| 30D | +0.6% | +2.9% | -2.3% | -0.3% |
| 3M | +12.6% | +6.7% | +5.9% | +10.6% |
| 6M | +28.3% | +33.8% | -5.4% | +18.7% |
| YTD | +23.0% | +35.0% | -12.0% | +13.5% |
| 1Y | +41.0% | +46.4% | -5.4% | +27.1% |
| 3Y | +88.6% | +71.6% | +16.9% | +62.1% |
| 5Y | +70.8% | +113.7% | -42.9% | +37.0% |
| All | +49.7% | +251.1% | -201.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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