+73.3%
INCY vs PFGC
+105.5%
-32.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | -3.7% | -4.8% | +1.2% | -2.6% |
| 30D | +1.8% | -17.2% | +19.0% | +6.0% |
| 3M | +17.0% | -6.3% | +23.3% | +18.5% |
| 6M | +28.4% | +8.8% | +19.6% | +25.8% |
| YTD | +24.8% | +4.9% | +19.9% | +22.9% |
| 1Y | +42.9% | -9.5% | +52.4% | +45.1% |
| 3Y | +92.7% | +59.6% | +33.1% | +73.1% |
| 5Y | +73.3% | +113.5% | -40.2% | +46.8% |
| All | +73.3% | +105.5% | -32.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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