+1,085.1%
AMGN vs PFG
+979.8%
+105.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +13.1% | +5.0% | +8.2% | +12.1% |
| 3M | +12.9% | +0.1% | +12.8% | +12.7% |
| 6M | +40.8% | +13.8% | +27.0% | +36.9% |
| YTD | +45.6% | +31.2% | +14.4% | +37.5% |
| 1Y | +42.7% | +37.1% | +5.7% | +33.5% |
| 3Y | +91.2% | +80.6% | +10.6% | +68.1% |
| 5Y | +158.1% | +93.7% | +64.4% | +120.9% |
| 10Y | +322.3% | +185.5% | +136.7% | +219.9% |
| All | +1,085.1% | +979.8% | +105.3% | +548.0% |
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