+14.9%
INCY vs PFGC
+419.1%
-404.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.9% | -2.2% | +4.1% | +2.2% |
| 30D | +5.8% | -11.9% | +17.7% | +7.3% |
| 3M | +25.2% | +5.0% | +20.2% | +24.4% |
| 6M | +28.2% | +8.6% | +19.6% | +26.8% |
| YTD | +28.3% | +9.7% | +18.6% | +26.7% |
| 1Y | +48.3% | -6.3% | +54.6% | +49.0% |
| 3Y | +95.9% | +58.2% | +37.7% | +85.1% |
| 5Y | +66.6% | +110.4% | -43.9% | +51.3% |
| 10Y | +54.5% | +272.8% | -218.2% | +27.6% |
| All | +14.9% | +419.1% | -404.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling