+27.6%
BDX vs PENG
+56.5%
-28.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +1.2% |
| 7D | +2.9% | +13.2% | -10.3% | +2.7% |
| 30D | +15.4% | -29.9% | +45.4% | +16.1% |
| 3M | +20.5% | -22.2% | +42.8% | +20.7% |
| 6M | +53.2% | -1.9% | +55.1% | +49.7% |
| YTD | +45.7% | +142.1% | -96.4% | +33.4% |
| 1Y | +47.3% | +151.5% | -104.3% | +34.5% |
| 3Y | +25.1% | +206.9% | -181.9% | +9.6% |
| All | +27.6% | +56.5% | -28.9% | +9.5% |
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