+5,290.8%
AMGN vs PLD
+1,585.1%
+3,705.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +11.5% | -0.3% | +11.7% | +11.5% |
| 3M | +14.4% | -8.0% | +22.4% | +16.4% |
| 6M | +40.9% | -9.8% | +50.7% | +43.9% |
| YTD | +43.5% | +1.8% | +41.8% | +42.6% |
| 1Y | +49.9% | +5.6% | +44.3% | +47.8% |
| 3Y | +84.6% | +33.3% | +51.4% | +71.4% |
| 5Y | +151.6% | +0.3% | +151.4% | +144.4% |
| 10Y | +358.2% | +241.6% | +116.6% | +240.6% |
| All | +5,290.8% | +1,585.1% | +3,705.7% | +1,973.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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