+65.7%
AMGN vs PEG
-6.2%
+71.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.7% |
| 7D | +5.9% | +1.0% | +4.9% | +5.8% |
| 30D | +18.7% | +6.6% | +12.1% | +18.0% |
| 3M | +23.4% | -3.1% | +26.5% | +23.9% |
| 6M | +49.7% | -7.4% | +57.1% | +51.4% |
| YTD | +49.2% | -6.4% | +55.6% | +52.7% |
| 1Y | +65.7% | -7.4% | +73.2% | +68.8% |
| All | +65.7% | -6.2% | +71.9% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling