+160.1%
AMGN vs PENG
+56.5%
+103.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.1% |
| 7D | +1.1% | +13.2% | -12.1% | +0.6% |
| 30D | +9.3% | -29.9% | +39.2% | +10.4% |
| 3M | +12.1% | -22.2% | +34.3% | +12.4% |
| 6M | +40.3% | -1.9% | +42.2% | +37.1% |
| YTD | +45.2% | +142.1% | -96.9% | +33.3% |
| 1Y | +42.4% | +151.5% | -109.1% | +30.4% |
| 3Y | +91.0% | +206.9% | -115.9% | +69.1% |
| All | +160.1% | +56.5% | +103.6% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling