+130.8%
AMGN vs PDD
-22.7%
+153.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | +1.1% | -4.1% | +5.2% | +1.2% |
| 30D | +7.8% | -9.6% | +17.4% | +8.1% |
| 3M | +27.3% | -4.3% | +31.5% | +27.3% |
| 6M | +16.8% | -18.8% | +35.6% | +17.3% |
| YTD | +36.3% | -27.5% | +63.8% | +37.1% |
| 1Y | +60.4% | -33.6% | +94.1% | +61.6% |
| 3Y | +86.3% | -20.4% | +106.7% | +86.4% |
| All | +130.8% | -22.7% | +153.4% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling