+299.6%
AMGN vs PENG
+720.8%
-421.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.7% | 0.0% |
| 7D | -2.2% | +1.9% | -4.0% | -2.5% |
| 30D | +12.1% | -37.8% | +49.9% | +14.8% |
| 3M | +13.6% | -14.1% | +27.7% | +13.5% |
| 6M | +43.9% | +13.1% | +30.8% | +38.5% |
| YTD | +45.9% | +151.8% | -105.8% | +31.1% |
| 1Y | +42.1% | +136.0% | -93.8% | +28.2% |
| 3Y | +91.6% | +217.9% | -126.4% | +64.3% |
| 5Y | +158.5% | +64.1% | +94.4% | +126.8% |
| All | +299.6% | +720.8% | -421.2% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling