+209.9%
AMGN vs PCAR
+357.6%
-147.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.8% | -8.3% | -9.5% |
| 7D | -10.3% | 0.0% | -10.3% | -10.2% |
| 30D | -3.8% | -7.7% | +4.0% | -1.2% |
| 3M | +14.4% | +3.7% | +10.7% | +12.7% |
| 6M | +7.8% | +2.3% | +5.5% | +6.5% |
| YTD | +22.6% | +12.8% | +9.8% | +16.9% |
| 1Y | +44.2% | +27.8% | +16.5% | +31.4% |
| 3Y | +65.8% | +61.8% | +4.0% | +35.8% |
| 5Y | +108.0% | +168.2% | -60.2% | +37.5% |
| 10Y | +209.9% | +359.1% | -149.2% | +44.2% |
| All | +209.9% | +357.6% | -147.7% | +44.2% |
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