+208.6%
AMGN vs PDD
+192.6%
+16.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | -0.1% |
| 7D | +1.5% | -7.6% | +9.1% | +1.8% |
| 30D | +13.1% | -5.4% | +18.5% | +13.4% |
| 3M | +12.9% | -12.9% | +25.8% | +13.5% |
| 6M | +40.8% | -19.0% | +59.8% | +41.8% |
| YTD | +45.6% | -31.6% | +77.2% | +47.6% |
| 1Y | +42.7% | -43.0% | +85.8% | +45.6% |
| 3Y | +91.2% | -28.9% | +120.1% | +91.5% |
| 5Y | +158.1% | -18.4% | +176.5% | +153.4% |
| All | +208.6% | +192.6% | +16.1% | +166.6% |
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