+195.5%
AMGN vs PNR
+66.2%
+129.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -13.7% | -6.0% | -7.7% | -12.2% |
| 30D | -8.8% | -14.0% | +5.2% | -5.1% |
| 3M | +7.2% | -21.7% | +28.9% | +13.6% |
| 6M | +1.3% | -37.3% | +38.5% | +13.5% |
| YTD | +17.6% | -45.1% | +62.8% | +36.2% |
| 1Y | +37.2% | -49.1% | +86.3% | +61.9% |
| 3Y | +57.7% | -14.8% | +72.6% | +59.6% |
| 5Y | +106.3% | -21.0% | +127.3% | +110.6% |
| All | +195.5% | +66.2% | +129.4% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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