+204.3%
AMGN vs PDD
+213.3%
-9.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.2% | +5.6% | -6.8% | -1.4% |
| 30D | +11.5% | +5.8% | +5.7% | +11.2% |
| 3M | +14.4% | -8.6% | +23.0% | +14.8% |
| 6M | +40.9% | -18.8% | +59.8% | +41.9% |
| YTD | +43.5% | -26.8% | +70.3% | +45.1% |
| 1Y | +49.9% | -39.3% | +89.2% | +52.6% |
| 3Y | +84.6% | -22.5% | +107.1% | +84.3% |
| 5Y | +151.6% | -0.8% | +152.4% | +144.3% |
| All | +204.3% | +213.3% | -9.1% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling