+60,958.4%
AMGN vs PPL
+2,096.5%
+58,861.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | +2.7% | -1.5% | +0.4% |
| 30D | +7.8% | +0.5% | +7.4% | +7.6% |
| 3M | +27.3% | +0.7% | +26.6% | +26.9% |
| 6M | +16.8% | -7.6% | +24.4% | +19.3% |
| YTD | +36.3% | +1.8% | +34.5% | +35.3% |
| 1Y | +60.4% | -0.8% | +61.2% | +60.2% |
| 3Y | +86.3% | +56.9% | +29.5% | +62.7% |
| 5Y | +125.7% | +39.5% | +86.1% | +102.3% |
| 10Y | +247.0% | +55.4% | +191.6% | +192.1% |
| All | +60,958.4% | +2,096.5% | +58,861.9% | +25,737.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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