-14.6%
PCG vs ALNY
+28.0%
-42.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.2% |
| 7D | +6.5% | -3.5% | +10.0% | +6.6% |
| 30D | -16.7% | +18.9% | -35.6% | -17.4% |
| 3M | -14.2% | -13.3% | -0.8% | -13.9% |
| 6M | -21.5% | -20.3% | -1.2% | -20.9% |
| YTD | -11.2% | -35.1% | +23.9% | -9.8% |
| 1Y | -4.2% | -46.5% | +42.3% | -1.7% |
| All | -14.6% | +28.0% | -42.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling