+195.5%
AMGN vs PNC
+279.5%
-84.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -13.7% | -0.6% | -13.1% | -13.6% |
| 30D | -8.8% | -4.4% | -4.4% | -7.7% |
| 3M | +7.2% | +5.2% | +2.0% | +5.6% |
| 6M | +1.3% | +20.6% | -19.4% | -3.8% |
| YTD | +17.6% | +19.8% | -2.1% | +11.7% |
| 1Y | +37.2% | +24.4% | +12.7% | +28.7% |
| 3Y | +57.7% | +131.2% | -73.5% | +23.7% |
| 5Y | +106.3% | +53.1% | +53.2% | +77.6% |
| All | +195.5% | +279.5% | -84.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling