+44.1%
BDX vs PENG
+755.0%
-710.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -4.3% | +7.8% | -12.1% | -4.7% |
| 30D | +1.3% | -12.2% | +13.5% | +1.8% |
| 3M | +20.2% | -20.6% | +40.9% | +20.4% |
| 6M | +8.6% | +180.9% | -172.3% | -1.3% |
| YTD | +19.0% | +162.3% | -143.3% | +8.4% |
| 1Y | +21.2% | +107.3% | -86.1% | +11.9% |
| 3Y | -9.7% | +110.8% | -120.5% | -19.5% |
| 5Y | -3.4% | +117.8% | -121.2% | -16.0% |
| All | +44.1% | +755.0% | -710.9% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling