+103.4%
AMGN vs PEG
+36.3%
+67.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | +7.2% | -7.3% | +14.5% | +9.2% |
| 6M | +1.3% | -10.5% | +11.7% | +4.1% |
| YTD | +17.6% | -7.5% | +25.1% | +19.7% |
| 1Y | +37.2% | -8.7% | +45.9% | +39.9% |
| 3Y | +57.7% | +31.4% | +26.4% | +41.6% |
| All | +103.4% | +36.3% | +67.1% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling