+23.2%
BDX vs PENG
+42.1%
-18.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -1.0% |
| 7D | +7.1% | -19.4% | +26.5% | +7.4% |
| 30D | +17.6% | -42.4% | +60.0% | +18.8% |
| 3M | +20.4% | -25.6% | +46.0% | +20.6% |
| 6M | +48.3% | +7.3% | +41.0% | +43.2% |
| YTD | +41.6% | +113.9% | -72.3% | +30.0% |
| 1Y | +55.7% | +93.6% | -37.8% | +43.8% |
| 3Y | +10.6% | +170.2% | -159.6% | -2.6% |
| All | +23.2% | +42.1% | -18.9% | +5.9% |
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