-75.2%
PCG vs BIIB
-31.7%
-43.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.4% | +4.2% |
| 7D | +5.4% | -1.6% | +7.0% | +5.6% |
| 30D | -15.1% | +2.2% | -17.3% | -15.4% |
| 3M | -9.8% | +10.3% | -20.1% | -11.3% |
| 6M | -18.0% | +14.9% | -33.0% | -20.0% |
| YTD | -7.2% | +20.7% | -28.0% | -10.3% |
| 1Y | +2.9% | +50.3% | -47.5% | -3.7% |
| 3Y | -11.1% | -18.0% | +6.9% | -10.4% |
| 5Y | +61.8% | -33.9% | +95.7% | +65.3% |
| 10Y | -75.2% | -30.9% | -44.2% | -75.8% |
| All | -75.2% | -31.7% | -43.4% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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