+84.6%
AMGN vs PCAR
+31.0%
+53.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +11.5% | -4.6% | +16.0% | +12.8% |
| 3M | +14.4% | -22.6% | +37.0% | +21.9% |
| 6M | +40.9% | -12.0% | +52.9% | +45.1% |
| YTD | +43.5% | -6.1% | +49.6% | +44.9% |
| 1Y | +49.9% | +6.3% | +43.6% | +46.4% |
| 3Y | +84.6% | +31.8% | +52.8% | +59.1% |
| All | +84.6% | +31.0% | +53.6% | +59.1% |
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