+207.4%
AMGN vs PDD
+203.8%
+3.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.2% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +12.1% | -1.0% | +13.2% | +12.2% |
| 3M | +13.9% | -12.3% | +26.1% | +14.4% |
| 6M | +42.1% | -18.5% | +60.6% | +43.1% |
| YTD | +45.0% | -29.0% | +74.1% | +46.8% |
| 1Y | +49.3% | -40.7% | +90.0% | +52.1% |
| 3Y | +92.8% | -25.7% | +118.4% | +92.8% |
| 5Y | +156.7% | -3.3% | +160.0% | +149.4% |
| All | +207.4% | +203.8% | +3.7% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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