+103.4%
AMGN vs PPG
-24.1%
+127.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -13.7% | -6.2% | -7.4% | -12.2% |
| 30D | -8.8% | -7.9% | -0.9% | -6.8% |
| 3M | +7.2% | -10.2% | +17.4% | +10.0% |
| 6M | +1.3% | +2.7% | -1.4% | +0.3% |
| YTD | +17.6% | +4.9% | +12.8% | +15.9% |
| 1Y | +37.2% | -3.2% | +40.4% | +37.4% |
| 3Y | +57.7% | -17.0% | +74.7% | +61.4% |
| All | +103.4% | -24.1% | +127.5% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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