+65.7%
AMGN vs PCG
-14.1%
+79.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +5.9% | +1.9% | +4.0% | +5.6% |
| 30D | +18.7% | +8.5% | +10.2% | +17.4% |
| 3M | +23.4% | -22.9% | +46.3% | +28.2% |
| 6M | +49.7% | -16.8% | +66.5% | +51.0% |
| YTD | +49.2% | -15.8% | +65.0% | +49.6% |
| 1Y | +65.7% | -16.0% | +81.7% | +66.8% |
| All | +65.7% | -14.1% | +79.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling