+325.7%
AMGN vs PCG
-76.0%
+401.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | +1.1% | +2.2% | -1.0% | +1.0% |
| 30D | +9.3% | +0.8% | +8.5% | +9.2% |
| 3M | +12.1% | -23.8% | +35.9% | +13.7% |
| 6M | +40.3% | -19.6% | +59.9% | +41.8% |
| YTD | +45.2% | -16.7% | +61.9% | +46.4% |
| 1Y | +42.4% | -19.4% | +61.8% | +43.9% |
| 3Y | +91.0% | -18.3% | +109.3% | +92.4% |
| 5Y | +157.4% | +10.4% | +147.0% | +154.5% |
| All | +325.7% | -76.0% | +401.7% | +342.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling