+47.7%
AMGN vs PCAR
+9.5%
+38.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.9% | +3.8% | -3.0% | 0.0% |
| 30D | +12.1% | -2.0% | +14.1% | +12.6% |
| 3M | +12.2% | -19.1% | +31.2% | +17.4% |
| 6M | +42.1% | -6.8% | +48.9% | +44.1% |
| YTD | +45.0% | -2.5% | +47.5% | +45.8% |
| 1Y | +47.7% | +9.7% | +38.1% | +45.0% |
| All | +47.7% | +9.5% | +38.2% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling