+154.5%
AMGN vs PDD
-1.2%
+155.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.2% | +5.6% | -6.8% | -1.3% |
| 30D | +11.5% | +5.8% | +5.7% | +11.3% |
| 3M | +14.4% | -8.6% | +23.0% | +14.6% |
| 6M | +40.9% | -18.8% | +59.8% | +41.4% |
| YTD | +43.5% | -26.8% | +70.3% | +44.3% |
| 1Y | +49.9% | -39.3% | +89.2% | +51.2% |
| 3Y | +84.6% | -22.5% | +107.1% | +84.8% |
| All | +154.5% | -1.2% | +155.7% | +164.0% |
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