+199.6%
AMGN vs PFG
+247.4%
-47.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.5% |
| 7D | -13.9% | -3.0% | -10.9% | -13.2% |
| 30D | -7.1% | +2.5% | -9.6% | -7.8% |
| 3M | +13.9% | +6.1% | +7.8% | +12.0% |
| 6M | +3.2% | +31.3% | -28.0% | -4.0% |
| YTD | +19.2% | +33.6% | -14.3% | +10.2% |
| 1Y | +41.1% | +48.5% | -7.4% | +26.7% |
| 3Y | +61.3% | +69.6% | -8.3% | +38.4% |
| 5Y | +109.1% | +111.5% | -2.4% | +66.0% |
| All | +199.6% | +247.4% | -47.9% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling