+60,958.4%
AMGN vs PCAR
+15,337.6%
+45,620.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +27.3% | +5.9% | +21.4% | +24.7% |
| 6M | +16.8% | +0.4% | +16.4% | +16.1% |
| YTD | +36.3% | +14.8% | +21.5% | +29.9% |
| 1Y | +60.4% | +30.1% | +30.3% | +47.0% |
| 3Y | +86.3% | +66.7% | +19.7% | +56.0% |
| 5Y | +125.7% | +166.1% | -40.5% | +61.6% |
| 10Y | +247.0% | +353.7% | -106.6% | +106.6% |
| All | +60,958.4% | +15,337.6% | +45,620.8% | +10,694.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling