+216.6%
AMGN vs PCG
-76.0%
+292.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.2% |
| 7D | -11.6% | +6.5% | -18.1% | -12.0% |
| 30D | -5.7% | -16.7% | +11.1% | -4.8% |
| 3M | +14.2% | -14.2% | +28.4% | +15.0% |
| 6M | +5.2% | -21.5% | +26.6% | +6.5% |
| YTD | +22.0% | -11.2% | +33.2% | +22.6% |
| 1Y | +43.6% | -4.2% | +47.8% | +43.6% |
| 3Y | +65.0% | -14.9% | +79.9% | +65.7% |
| 5Y | +112.0% | +54.2% | +57.8% | +106.3% |
| 10Y | +216.6% | -75.3% | +291.9% | +224.1% |
| All | +216.6% | -76.0% | +292.6% | +224.1% |
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