+292.4%
AMGN vs PFGC
+409.4%
-117.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.9% | -8.2% | -9.9% |
| 7D | -10.3% | -2.4% | -7.8% | -10.0% |
| 30D | -3.8% | -15.8% | +12.0% | -2.3% |
| 3M | +14.4% | -0.6% | +15.0% | +14.4% |
| 6M | +7.8% | +10.7% | -2.8% | +6.8% |
| YTD | +22.6% | +7.6% | +14.9% | +21.4% |
| 1Y | +44.2% | -7.8% | +52.0% | +44.8% |
| 3Y | +65.8% | +63.7% | +2.1% | +57.8% |
| 5Y | +108.0% | +112.3% | -4.3% | +91.9% |
| 10Y | +209.9% | +286.7% | -76.8% | +173.7% |
| All | +292.4% | +409.4% | -117.0% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling