+16.8%
AMGN vs PENG
+170.4%
-153.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -1.4% |
| 7D | +1.1% | +4.5% | -3.4% | +1.2% |
| 30D | +7.8% | -7.1% | +14.9% | +7.7% |
| 3M | +27.3% | -27.3% | +54.5% | +26.6% |
| 6M | +16.8% | +169.6% | -152.8% | +3.8% |
| All | +16.8% | +170.4% | -153.6% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling