+47.7%
AMGN vs PENG
+108.0%
-60.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.2% | +1.1% |
| 7D | 0.0% | -3.8% | +3.7% | -0.1% |
| 30D | +12.1% | -40.1% | +52.2% | +11.7% |
| 3M | +13.9% | -21.8% | +35.7% | +13.5% |
| 6M | +42.1% | +3.3% | +38.8% | +38.9% |
| YTD | +45.0% | +133.6% | -88.6% | +37.4% |
| All | +47.7% | +108.0% | -60.3% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling