-76.7%
PCG vs BIIB
-18.3%
-58.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | -1.1% | +2.4% | -3.4% | -1.4% |
| 30D | +0.1% | +12.9% | -12.8% | -1.7% |
| 3M | -24.4% | +22.6% | -47.0% | -26.7% |
| 6M | -17.7% | +31.7% | -49.4% | -21.2% |
| YTD | -17.4% | +44.8% | -62.2% | -22.3% |
| 1Y | -19.4% | +63.9% | -83.3% | -25.5% |
| 3Y | -18.6% | +13.5% | -32.0% | -21.6% |
| 5Y | +10.2% | -5.6% | +15.8% | +7.3% |
| 10Y | -76.7% | -20.3% | -56.4% | -77.8% |
| All | -76.7% | -18.3% | -58.4% | -77.8% |
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