+41.8%
PCG vs BIIB
+7,261.0%
-7,219.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.5% |
| 7D | -13.9% | +1.1% | -14.9% | -13.9% |
| 30D | -16.9% | +6.9% | -23.7% | -17.2% |
| 3M | -14.7% | +12.4% | -27.1% | -15.4% |
| 6M | -23.8% | +16.3% | -40.1% | -24.7% |
| YTD | -10.5% | +25.5% | -36.0% | -12.0% |
| 1Y | -5.1% | +57.8% | -62.9% | -8.0% |
| 3Y | -11.6% | -17.3% | +5.7% | -11.2% |
| 5Y | +59.0% | -33.8% | +92.8% | +60.6% |
| 10Y | -75.7% | -29.6% | -46.2% | -76.1% |
| All | +41.8% | +7,261.0% | -7,219.2% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling