+118.3%
AMGN vs PCOR
-8.1%
+126.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +1.5% | +2.2% | -0.7% | +1.4% |
| 30D | +13.1% | +37.4% | -24.3% | +11.3% |
| 3M | +12.9% | +33.2% | -20.3% | +11.2% |
| 6M | +40.8% | +60.6% | -19.8% | +37.3% |
| YTD | +45.6% | +6.2% | +39.4% | +44.3% |
| 1Y | +42.7% | -1.1% | +43.8% | +42.0% |
| 3Y | +91.2% | +48.4% | +42.8% | +85.5% |
| 5Y | +158.1% | -13.1% | +171.3% | +156.3% |
| All | +118.3% | -8.1% | +126.3% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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