+216.6%
AMGN vs PWR
+2,367.8%
-2,151.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -11.6% | +2.7% | -14.3% | -12.0% |
| 30D | -5.7% | -5.1% | -0.5% | -5.1% |
| 3M | +14.2% | -9.4% | +23.6% | +15.2% |
| 6M | +5.2% | +10.4% | -5.2% | +2.2% |
| YTD | +22.0% | +48.6% | -26.7% | +12.5% |
| 1Y | +43.6% | +68.0% | -24.4% | +29.4% |
| 3Y | +65.0% | +204.7% | -139.7% | +28.5% |
| 5Y | +112.0% | +451.9% | -339.9% | +41.0% |
| 10Y | +216.6% | +2,425.3% | -2,208.8% | +34.8% |
| All | +216.6% | +2,367.8% | -2,151.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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