+130.8%
AMGN vs PCOR
-43.0%
+173.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.4% |
| 7D | +1.1% | -9.0% | +10.1% | +1.5% |
| 30D | +7.8% | +4.2% | +3.7% | +7.6% |
| 3M | +27.3% | +14.4% | +12.8% | +26.4% |
| 6M | +16.8% | +0.2% | +16.7% | +16.4% |
| YTD | +36.3% | -20.3% | +56.6% | +37.1% |
| 1Y | +60.4% | -16.1% | +76.6% | +60.7% |
| 3Y | +86.3% | -14.7% | +101.1% | +84.7% |
| All | +130.8% | -43.0% | +173.8% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling