+48.6%
PCOR vs INCY
+132.2%
-83.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.8% |
| 30D | +38.7% | +8.4% | +30.3% | +36.5% |
| 3M | +24.9% | +0.4% | +24.5% | +24.6% |
| 6M | +68.8% | +22.4% | +46.4% | +61.6% |
| YTD | +6.7% | +22.5% | -15.8% | +1.6% |
| 1Y | +3.0% | +14.8% | -11.8% | -0.6% |
| 3Y | +48.6% | +127.7% | -79.1% | +21.4% |
| All | +48.6% | +132.2% | -83.6% | +21.4% |
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