+272.7%
PNC vs INCY
+54.2%
+218.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -0.6% | -4.2% | +3.6% | +0.3% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | +5.2% | +12.6% | -7.4% | +2.4% |
| 6M | +20.6% | +28.3% | -7.7% | +14.1% |
| YTD | +19.8% | +23.0% | -3.2% | +13.9% |
| 1Y | +24.4% | +41.0% | -16.5% | +14.7% |
| 3Y | +131.2% | +88.6% | +42.7% | +97.3% |
| 5Y | +53.1% | +70.8% | -17.7% | +32.2% |
| All | +272.7% | +54.2% | +218.5% | +196.9% |
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