+902.0%
AMGN vs PSLV
+108.9%
+793.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -2.0% |
| 7D | -13.9% | -4.9% | -9.0% | -13.6% |
| 30D | -7.1% | -1.9% | -5.3% | -7.1% |
| 3M | +13.9% | +4.2% | +9.7% | +13.5% |
| 6M | +3.2% | -27.6% | +30.8% | +4.7% |
| YTD | +19.2% | -11.7% | +30.9% | +19.0% |
| 1Y | +41.1% | +49.3% | -8.2% | +36.9% |
| 3Y | +61.3% | +167.1% | -105.8% | +51.4% |
| 5Y | +109.1% | +151.7% | -42.6% | +96.1% |
| 10Y | +209.4% | +187.0% | +22.5% | +185.2% |
| All | +902.0% | +108.9% | +793.1% | +805.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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