+195.5%
AMGN vs PFGC
+292.9%
-97.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -13.7% | -4.8% | -8.9% | -13.3% |
| 30D | -8.8% | -12.5% | +3.7% | -7.8% |
| 3M | +7.2% | -9.7% | +16.9% | +8.1% |
| 6M | +1.3% | +7.0% | -5.8% | +0.6% |
| YTD | +17.6% | +4.5% | +13.2% | +16.9% |
| 1Y | +37.2% | -11.6% | +48.8% | +38.2% |
| 3Y | +57.7% | +58.5% | -0.8% | +50.9% |
| 5Y | +106.3% | +112.6% | -6.3% | +91.3% |
| All | +195.5% | +292.9% | -97.3% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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