+811.9%
PGR vs INCY
+54.2%
+757.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.9% |
| 7D | -0.6% | -4.2% | +3.6% | -0.1% |
| 30D | +4.9% | +0.6% | +4.4% | +4.8% |
| 3M | +7.6% | +12.6% | -5.0% | +5.9% |
| 6M | +8.3% | +28.3% | -20.1% | +4.6% |
| YTD | +1.7% | +23.0% | -21.3% | -1.5% |
| 1Y | -6.8% | +41.0% | -47.8% | -11.7% |
| 3Y | +73.4% | +88.6% | -15.1% | +55.4% |
| 5Y | +161.2% | +70.8% | +90.4% | +136.5% |
| All | +811.9% | +54.2% | +757.7% | +689.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling