-18.3%
PCG vs ALNY
+1.9%
-20.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +2.0% |
| 7D | +2.2% | +5.8% | -3.7% | +2.0% |
| 30D | +0.8% | -26.5% | +27.2% | +1.6% |
| 3M | -23.8% | -27.3% | +3.5% | -23.3% |
| 6M | -19.6% | -43.4% | +23.8% | -18.4% |
| YTD | -16.7% | -58.5% | +41.8% | -14.2% |
| 1Y | -19.4% | -63.6% | +44.3% | -16.4% |
| 3Y | -18.3% | 0.0% | -18.3% | -19.1% |
| All | -18.3% | +1.9% | -20.2% | -19.1% |
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 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