+234.0%
AMGN vs PENG
+751.0%
-517.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -11.6% | +7.3% | -18.9% | -12.1% |
| 30D | -5.7% | -7.5% | +1.8% | -5.3% |
| 3M | +14.2% | -17.2% | +31.4% | +14.3% |
| 6M | +5.2% | +176.7% | -171.6% | -5.0% |
| YTD | +22.0% | +161.0% | -139.1% | +10.4% |
| 1Y | +43.6% | +108.8% | -65.2% | +31.8% |
| 3Y | +65.0% | +109.8% | -44.8% | +45.9% |
| 5Y | +112.0% | +111.7% | +0.3% | +83.3% |
| All | +234.0% | +751.0% | -517.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PENG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling