+64,196.8%
AMGN vs PCAR
+12,524.9%
+51,671.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +11.5% | -4.6% | +16.0% | +13.0% |
| 3M | +14.4% | -22.6% | +37.0% | +23.2% |
| 6M | +40.9% | -12.0% | +52.9% | +45.7% |
| YTD | +43.5% | -6.1% | +49.6% | +45.1% |
| 1Y | +49.9% | +6.3% | +43.6% | +45.9% |
| 3Y | +84.6% | +31.8% | +52.8% | +65.7% |
| 5Y | +151.6% | +104.2% | +47.5% | +95.0% |
| 10Y | +358.2% | +302.9% | +55.3% | +182.5% |
| All | +64,196.8% | +12,524.9% | +51,671.9% | +11,957.7% |
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