+65,124.1%
AMGN vs PCAR
+13,107.1%
+52,017.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.3% |
| 7D | +1.5% | +2.1% | -0.6% | +0.8% |
| 30D | +13.1% | -1.2% | +14.3% | +13.5% |
| 3M | +12.9% | -18.6% | +31.5% | +19.8% |
| 6M | +40.8% | -5.1% | +45.8% | +42.3% |
| YTD | +45.6% | -1.8% | +47.4% | +45.2% |
| 1Y | +42.7% | +10.6% | +32.1% | +37.3% |
| 3Y | +91.2% | +34.9% | +56.2% | +70.4% |
| 5Y | +158.1% | +114.0% | +44.2% | +97.3% |
| 10Y | +322.3% | +288.4% | +33.9% | +162.9% |
| All | +65,124.1% | +13,107.1% | +52,017.0% | +11,965.9% |
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