+108.0%
AMGN vs PCG
+61.3%
+46.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.6% | -13.7% | -10.7% |
| 7D | -10.3% | +5.4% | -15.7% | -11.2% |
| 30D | -3.8% | -15.1% | +11.4% | -1.4% |
| 3M | +14.4% | -9.8% | +24.2% | +15.6% |
| 6M | +7.8% | -18.0% | +25.8% | +11.0% |
| YTD | +22.6% | -7.2% | +29.8% | +23.1% |
| 1Y | +44.2% | +2.9% | +41.4% | +41.9% |
| 3Y | +65.8% | -11.1% | +76.9% | +65.8% |
| 5Y | +108.0% | +61.8% | +46.2% | +88.3% |
| All | +108.0% | +61.3% | +46.7% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling