+1,009.4%
AMGN vs PFG
+1,015.3%
-5.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.2% |
| 7D | +1.1% | +5.5% | -4.4% | 0.0% |
| 30D | +7.8% | +2.4% | +5.5% | +7.3% |
| 3M | +27.3% | +13.6% | +13.7% | +23.9% |
| 6M | +16.8% | +27.9% | -11.1% | +11.0% |
| YTD | +36.3% | +35.6% | +0.8% | +27.9% |
| 1Y | +60.4% | +48.5% | +12.0% | +47.6% |
| 3Y | +86.3% | +66.9% | +19.5% | +66.4% |
| 5Y | +125.7% | +111.0% | +14.7% | +89.8% |
| 10Y | +247.0% | +244.5% | +2.5% | +153.9% |
| All | +1,009.4% | +1,015.3% | -5.9% | +503.0% |
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