+91.0%
AMGN vs PCAR
+35.4%
+55.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.1% | +4.9% | -3.8% | -0.1% |
| 30D | +9.3% | -1.4% | +10.7% | +9.6% |
| 3M | +12.1% | -18.1% | +30.2% | +17.7% |
| 6M | +40.3% | -4.0% | +44.3% | +41.2% |
| YTD | +45.2% | -1.5% | +46.6% | +44.7% |
| 1Y | +42.4% | +13.2% | +29.2% | +36.9% |
| 3Y | +91.0% | +35.8% | +55.2% | +70.5% |
| All | +91.0% | +35.4% | +55.6% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling