+328.1%
AMGN vs PCAR
+326.7%
+1.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.6% | -0.1% |
| 7D | 0.0% | +2.9% | -3.0% | -1.0% |
| 30D | +12.1% | -2.1% | +14.3% | +12.9% |
| 3M | +13.9% | -20.4% | +34.2% | +22.4% |
| 6M | +42.1% | -7.0% | +49.1% | +44.7% |
| YTD | +45.0% | -2.6% | +47.7% | +44.9% |
| 1Y | +49.3% | +9.8% | +39.5% | +43.2% |
| 3Y | +92.8% | +37.3% | +55.5% | +67.1% |
| 5Y | +156.7% | +116.4% | +40.3% | +84.4% |
| 10Y | +328.1% | +293.0% | +35.2% | +139.7% |
| All | +328.1% | +326.7% | +1.5% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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