+117.4%
AMGN vs PCOR
-9.0%
+126.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.0% |
| 7D | 0.0% | +22.2% | -22.2% | -1.1% |
| 30D | +12.1% | +36.0% | -23.9% | +10.4% |
| 3M | +13.9% | +34.0% | -20.1% | +12.1% |
| 6M | +42.1% | +43.5% | -1.4% | +39.3% |
| YTD | +45.0% | +5.1% | +39.9% | +43.8% |
| 1Y | +49.3% | -3.9% | +53.3% | +48.7% |
| 3Y | +92.8% | +52.9% | +39.8% | +87.0% |
| 5Y | +156.7% | -18.7% | +175.4% | +156.2% |
| All | +117.4% | -9.0% | +126.4% | +115.6% |
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