-13.8%
PCG vs INCY
+100.4%
-114.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -13.9% | +1.9% | -15.8% | -14.1% |
| 30D | -16.9% | +5.8% | -22.7% | -17.4% |
| 3M | -14.7% | +25.2% | -39.9% | -17.1% |
| 6M | -23.8% | +28.2% | -52.0% | -26.2% |
| YTD | -10.5% | +28.3% | -38.8% | -13.7% |
| 1Y | -5.1% | +48.3% | -53.5% | -10.1% |
| All | -13.8% | +100.4% | -114.2% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling