+60.4%
AMGN vs PCG
-6.6%
+67.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | +1.1% | -13.9% | +15.0% | +3.6% |
| 30D | +7.8% | -16.9% | +24.7% | +11.3% |
| 3M | +27.3% | -14.7% | +42.0% | +29.7% |
| 6M | +16.8% | -23.8% | +40.7% | +23.1% |
| YTD | +36.3% | -10.5% | +46.8% | +36.4% |
| 1Y | +60.4% | -5.1% | +65.5% | +55.3% |
| All | +60.4% | -6.6% | +67.0% | +55.3% |
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