+9.3%
PCG vs ALNY
-2.8%
+12.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.9% |
| 7D | +2.2% | +5.8% | -3.7% | +1.8% |
| 30D | +0.8% | -26.5% | +27.2% | +2.2% |
| 3M | -23.8% | -27.3% | +3.5% | -22.8% |
| 6M | -19.6% | -43.4% | +23.8% | -17.5% |
| YTD | -16.7% | -58.5% | +41.8% | -12.9% |
| 1Y | -19.4% | -63.6% | +44.3% | -14.9% |
| 3Y | -18.3% | 0.0% | -18.3% | -21.2% |
| All | +9.3% | -2.8% | +12.1% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling