+313.6%
AMGN vs PCG
-76.4%
+390.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.9% | -0.5% | +1.3% | +0.9% |
| 30D | +12.1% | +0.8% | +11.4% | +12.1% |
| 3M | +12.2% | -22.0% | +34.2% | +13.6% |
| 6M | +42.1% | -17.1% | +59.2% | +43.4% |
| YTD | +45.0% | -16.9% | +61.9% | +46.3% |
| 1Y | +47.7% | -19.1% | +66.8% | +49.2% |
| 3Y | +90.4% | -19.4% | +109.9% | +91.9% |
| 5Y | +154.9% | +9.0% | +145.9% | +152.2% |
| 10Y | +313.6% | -76.2% | +389.8% | +330.5% |
| All | +313.6% | -76.4% | +390.0% | +330.5% |
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