+84.6%
AMGN vs PCG
-21.6%
+106.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | -1.2% | -1.6% | +0.4% | -0.9% |
| 30D | +11.5% | +1.4% | +10.1% | +11.1% |
| 3M | +14.4% | -23.4% | +37.8% | +19.6% |
| 6M | +40.9% | -19.4% | +60.3% | +45.2% |
| YTD | +43.5% | -18.5% | +62.0% | +47.4% |
| 1Y | +49.9% | -19.5% | +69.5% | +54.3% |
| 3Y | +84.6% | -21.0% | +105.6% | +87.0% |
| All | +84.6% | -21.6% | +106.2% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling