+364.8%
AMGN vs PFGC
+485.1%
-120.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.1% | +3.4% | -2.3% | +0.8% |
| 30D | +9.3% | +16.9% | -7.6% | +7.7% |
| 3M | +12.1% | +6.4% | +5.7% | +11.4% |
| 6M | +40.3% | +16.0% | +24.3% | +38.2% |
| YTD | +45.2% | +23.6% | +21.6% | +41.9% |
| 1Y | +42.4% | +16.6% | +25.8% | +39.9% |
| 3Y | +91.0% | +82.3% | +8.8% | +79.9% |
| 5Y | +157.4% | +138.7% | +18.7% | +134.9% |
| 10Y | +321.0% | +352.8% | -31.8% | +266.3% |
| All | +364.8% | +485.1% | -120.3% | +278.0% |
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