+54,805.5%
AMGN vs PEG
+2,929.1%
+51,876.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.7% | -10.8% | -10.3% |
| 7D | -10.3% | +1.0% | -11.3% | -10.6% |
| 30D | -3.8% | -1.9% | -1.9% | -3.3% |
| 3M | +14.4% | -3.7% | +18.1% | +15.6% |
| 6M | +7.8% | -9.4% | +17.3% | +11.0% |
| YTD | +22.6% | -6.0% | +28.6% | +24.5% |
| 1Y | +44.2% | -4.4% | +48.6% | +45.4% |
| 3Y | +65.8% | +33.5% | +32.3% | +48.7% |
| 5Y | +108.0% | +35.7% | +72.2% | +83.8% |
| 10Y | +209.9% | +140.4% | +69.5% | +122.3% |
| All | +54,805.5% | +2,929.1% | +51,876.4% | +16,448.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling