+57.7%
AMGN vs PEG
+31.8%
+25.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -13.7% | -0.9% | -12.8% | -13.5% |
| 30D | -8.8% | -3.7% | -5.1% | -8.1% |
| 3M | +7.2% | -7.3% | +14.5% | +8.9% |
| 6M | +1.3% | -10.5% | +11.7% | +3.6% |
| YTD | +17.6% | -7.5% | +25.1% | +19.4% |
| 1Y | +37.2% | -8.7% | +45.9% | +39.5% |
| 3Y | +57.7% | +31.4% | +26.4% | +39.5% |
| All | +57.7% | +31.8% | +25.9% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling