-76.0%
PCG vs INCY
+15.3%
-91.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +0.8% | +8.4% | -7.7% | -1.0% |
| 3M | -23.8% | +0.4% | -24.2% | -24.0% |
| 6M | -19.6% | +22.4% | -42.0% | -23.2% |
| YTD | -16.7% | +22.5% | -39.2% | -20.8% |
| 1Y | -19.4% | +14.8% | -34.1% | -22.4% |
| 3Y | -18.3% | +127.7% | -146.0% | -33.6% |
| 5Y | +10.4% | +84.4% | -74.0% | -6.6% |
| All | -76.0% | +15.3% | -91.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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