+293.0%
AMGN vs PENG
+597.2%
-304.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -0.7% |
| 7D | -1.2% | -19.4% | +18.2% | -0.2% |
| 30D | +11.5% | -42.4% | +53.9% | +14.7% |
| 3M | +14.4% | -25.6% | +40.0% | +15.3% |
| 6M | +40.9% | +7.3% | +33.6% | +35.9% |
| YTD | +43.5% | +113.9% | -70.3% | +30.3% |
| 1Y | +49.9% | +93.6% | -43.6% | +37.0% |
| 3Y | +84.6% | +170.2% | -85.6% | +60.0% |
| 5Y | +151.6% | +44.2% | +107.4% | +122.5% |
| All | +293.0% | +597.2% | -304.1% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling