-16.2%
PCG vs ALNY
+4,262.5%
-4,278.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | -13.9% | +12.2% | -26.1% | -14.6% |
| 30D | -16.9% | +16.3% | -33.2% | -17.8% |
| 3M | -14.7% | -12.4% | -2.4% | -14.4% |
| 6M | -23.8% | -18.7% | -5.1% | -23.2% |
| YTD | -10.5% | -33.1% | +22.6% | -8.7% |
| 1Y | -5.1% | -41.3% | +36.2% | -2.4% |
| 3Y | -11.6% | +32.3% | -43.9% | -15.4% |
| 5Y | +59.0% | +34.8% | +24.2% | +49.3% |
| 10Y | -75.7% | +284.7% | -360.5% | -79.5% |
| All | -16.2% | +4,262.5% | -4,278.7% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling