+115.2%
AMGN vs PCOR
-10.3%
+125.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.2% | +22.7% | -23.9% | -2.3% |
| 30D | +11.5% | +37.5% | -26.0% | +9.7% |
| 3M | +14.4% | +35.2% | -20.8% | +12.6% |
| 6M | +40.9% | +42.2% | -1.3% | +38.2% |
| YTD | +43.5% | +3.6% | +40.0% | +42.5% |
| 1Y | +49.9% | -4.8% | +54.7% | +49.4% |
| 3Y | +84.6% | +48.3% | +36.3% | +79.3% |
| 5Y | +151.6% | -20.1% | +171.7% | +151.3% |
| All | +115.2% | -10.3% | +125.5% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling