+64,868.5%
AMGN vs PCG
+87.6%
+64,780.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | 0.0% | -1.1% | +1.0% | +0.1% |
| 30D | +12.1% | +0.1% | +12.1% | +12.1% |
| 3M | +13.9% | -24.4% | +38.3% | +16.9% |
| 6M | +42.1% | -17.7% | +59.8% | +44.5% |
| YTD | +45.0% | -17.4% | +62.5% | +47.4% |
| 1Y | +49.3% | -19.4% | +68.7% | +52.1% |
| 3Y | +92.8% | -18.6% | +111.3% | +95.1% |
| 5Y | +156.7% | +10.2% | +146.5% | +149.7% |
| 10Y | +328.1% | -76.7% | +404.8% | +343.5% |
| All | +64,868.5% | +87.6% | +64,780.9% | +38,681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling