+63.6%
AMGN vs PFGC
+61.7%
+1.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -11.6% | -3.7% | -7.9% | -11.1% |
| 30D | -5.7% | -16.0% | +10.3% | -3.1% |
| 3M | +14.2% | -4.1% | +18.4% | +14.8% |
| 6M | +5.2% | +8.7% | -3.5% | +3.5% |
| YTD | +22.0% | +6.4% | +15.6% | +19.7% |
| 1Y | +43.6% | -8.4% | +52.0% | +44.9% |
| All | +63.6% | +61.7% | +1.9% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling