-76.3%
PCG vs ALNY
+260.0%
-336.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.5% | -6.5% | +3.1% | -3.0% |
| 30D | -20.6% | +11.0% | -31.6% | -21.4% |
| 3M | -17.6% | -14.1% | -3.5% | -17.1% |
| 6M | -23.5% | -22.4% | -1.1% | -22.5% |
| YTD | -13.6% | -37.5% | +23.8% | -11.0% |
| 1Y | -11.3% | -46.9% | +35.6% | -7.4% |
| 3Y | -16.9% | +22.1% | -39.0% | -20.8% |
| 5Y | +50.8% | +31.2% | +19.6% | +39.5% |
| All | -76.3% | +260.0% | -336.3% | -79.4% |
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