+112.0%
AMGN vs PINS
-66.4%
+178.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.8% | -0.4% |
| 7D | -11.6% | -13.9% | +2.2% | -11.5% |
| 30D | -5.7% | -25.0% | +19.3% | -5.4% |
| 3M | +14.2% | -16.6% | +30.8% | +14.4% |
| 6M | +5.2% | -7.0% | +12.2% | +5.2% |
| YTD | +22.0% | -29.4% | +51.4% | +22.6% |
| 1Y | +43.6% | -49.9% | +93.5% | +45.4% |
| 3Y | +65.0% | -33.6% | +98.7% | +64.1% |
| 5Y | +112.0% | -66.8% | +178.9% | +117.6% |
| All | +112.0% | -66.4% | +178.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 5y: compounded portfolio wealth divided by compounded PINS 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…
5y analysis · Full analysis span regression · 6 months rolling