-19.4%
PCG vs INCY
+21.3%
-40.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +1.4% | +5.5% | -4.1% | +0.4% |
| 3M | -23.4% | +1.1% | -24.5% | -23.4% |
| 6M | -19.4% | +19.8% | -39.2% | -22.3% |
| All | -19.4% | +21.3% | -40.7% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling