-76.0%
PCG vs ALNY
+246.1%
-322.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.7% |
| 7D | +2.2% | +5.8% | -3.7% | +1.6% |
| 30D | +0.8% | -26.5% | +27.2% | +3.1% |
| 3M | -23.8% | -27.3% | +3.5% | -22.1% |
| 6M | -19.6% | -43.4% | +23.8% | -16.4% |
| YTD | -16.7% | -58.5% | +41.8% | -10.9% |
| 1Y | -19.4% | -63.6% | +44.3% | -12.6% |
| 3Y | -18.3% | 0.0% | -18.3% | -22.0% |
| 5Y | +10.4% | -3.4% | +13.8% | +3.0% |
| All | -76.0% | +246.1% | -322.1% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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