+25.9%
BDX vs PENG
+118.5%
-92.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -8.0% | -1.2% |
| 7D | -2.5% | +4.5% | -7.1% | -2.3% |
| 30D | +8.3% | -7.1% | +15.4% | +7.9% |
| 3M | +24.4% | -27.3% | +51.7% | +23.7% |
| 6M | +9.2% | +169.6% | -160.4% | +4.9% |
| YTD | +22.7% | +164.6% | -141.9% | +18.1% |
| 1Y | +25.9% | +109.5% | -83.6% | +18.0% |
| All | +25.9% | +118.5% | -92.6% | +18.0% |
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