-4.2%
PCG vs INCY
+45.9%
-50.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.5% |
| 7D | +6.5% | -2.2% | +8.6% | +6.8% |
| 30D | -16.7% | +3.7% | -20.4% | -17.2% |
| 3M | -14.2% | +22.1% | -36.2% | -16.8% |
| 6M | -21.5% | +29.8% | -51.2% | -24.7% |
| YTD | -11.2% | +27.6% | -38.8% | -15.9% |
| 1Y | -4.2% | +47.2% | -51.4% | -14.5% |
| All | -4.2% | +45.9% | -50.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling