+1,081.6%
AMGN vs PFG
+985.4%
+96.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.1% | +2.4% | -1.2% | +0.7% |
| 30D | +9.3% | +5.9% | +3.4% | +8.1% |
| 3M | +12.1% | -0.4% | +12.5% | +12.1% |
| 6M | +40.3% | +14.8% | +25.4% | +36.1% |
| YTD | +45.2% | +31.9% | +13.3% | +36.9% |
| 1Y | +42.4% | +38.8% | +3.6% | +32.9% |
| 3Y | +91.0% | +82.4% | +8.6% | +67.6% |
| 5Y | +157.4% | +94.7% | +62.7% | +120.0% |
| 10Y | +321.0% | +187.0% | +134.0% | +218.6% |
| All | +1,081.6% | +985.4% | +96.2% | +545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling