+64,196.8%
AMGN vs PPL
+2,158.2%
+62,038.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +11.5% | +5.4% | +6.0% | +9.8% |
| 3M | +14.4% | +4.3% | +10.1% | +12.9% |
| 6M | +40.9% | -1.3% | +42.3% | +41.3% |
| YTD | +43.5% | +4.7% | +38.9% | +41.3% |
| 1Y | +49.9% | +1.3% | +48.7% | +48.9% |
| 3Y | +84.6% | +57.2% | +27.4% | +61.2% |
| 5Y | +151.6% | +48.2% | +103.4% | +121.7% |
| 10Y | +358.2% | +62.7% | +295.5% | +280.8% |
| All | +64,196.8% | +2,158.2% | +62,038.6% | +26,884.9% |
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