+130.8%
AMGN vs PCAR
+168.1%
-37.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.8% | -6.2% | +14.1% | +9.5% |
| 3M | +27.3% | +5.9% | +21.4% | +25.2% |
| 6M | +16.8% | +0.4% | +16.4% | +16.3% |
| YTD | +36.3% | +14.8% | +21.5% | +31.0% |
| 1Y | +60.4% | +30.1% | +30.3% | +49.0% |
| 3Y | +86.3% | +66.7% | +19.7% | +60.5% |
| All | +130.8% | +168.1% | -37.3% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling