+3.3%
PCG vs INCY
+6,660.0%
-6,656.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -13.9% | +1.9% | -15.8% | -14.0% |
| 30D | -16.9% | +5.8% | -22.7% | -17.1% |
| 3M | -14.7% | +25.2% | -39.9% | -15.9% |
| 6M | -23.8% | +28.2% | -52.0% | -25.0% |
| YTD | -10.5% | +28.3% | -38.8% | -12.0% |
| 1Y | -5.1% | +48.3% | -53.5% | -7.5% |
| 3Y | -11.6% | +95.9% | -107.5% | -15.7% |
| 5Y | +59.0% | +66.6% | -7.6% | +52.7% |
| 10Y | -75.7% | +54.5% | -130.3% | -76.9% |
| All | +3.3% | +6,660.0% | -6,656.7% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling