+65.7%
AMGN vs PFG
+46.8%
+18.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.0% |
| 7D | +5.9% | +4.9% | +1.0% | +5.0% |
| 30D | +18.7% | +5.7% | +13.1% | +17.5% |
| 3M | +23.4% | +2.6% | +20.8% | +22.7% |
| 6M | +49.7% | +19.8% | +29.9% | +44.1% |
| YTD | +49.2% | +36.3% | +12.9% | +41.3% |
| 1Y | +65.7% | +47.9% | +17.9% | +59.3% |
| All | +65.7% | +46.8% | +18.9% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling