+54,540.1%
AMGN vs PNC
+4,015.6%
+50,524.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -11.6% | -0.7% | -10.9% | -11.5% |
| 30D | -5.7% | -4.4% | -1.3% | -4.6% |
| 3M | +14.2% | +4.5% | +9.7% | +12.9% |
| 6M | +5.2% | +19.1% | -13.9% | +0.5% |
| YTD | +22.0% | +18.0% | +4.0% | +16.6% |
| 1Y | +43.6% | +24.1% | +19.6% | +35.3% |
| 3Y | +65.0% | +130.0% | -65.0% | +31.2% |
| 5Y | +112.0% | +50.4% | +61.7% | +84.2% |
| 10Y | +216.6% | +271.3% | -54.7% | +108.2% |
| All | +54,540.1% | +4,015.6% | +50,524.6% | +13,295.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling