+73.4%
INCY vs PFG
+109.8%
-36.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -2.2% | +3.2% | -5.4% | -3.2% |
| 30D | +3.7% | +0.9% | +2.7% | +3.2% |
| 3M | +22.1% | +7.7% | +14.4% | +19.1% |
| 6M | +29.8% | +29.0% | +0.8% | +19.8% |
| YTD | +27.6% | +32.5% | -4.9% | +16.8% |
| 1Y | +47.2% | +47.3% | -0.1% | +30.3% |
| 3Y | +97.0% | +68.2% | +28.7% | +66.1% |
| 5Y | +73.4% | +108.5% | -35.1% | +36.4% |
| All | +73.4% | +109.8% | -36.4% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling