+51.8%
BDX vs PENG
+6.5%
+45.3%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | +1.8% |
| 7D | +2.5% | +1.9% | +0.7% | +3.1% |
| 30D | +13.6% | -37.8% | +51.3% | +10.0% |
| 3M | +18.9% | -14.1% | +33.0% | +19.0% |
| 6M | +51.8% | +13.1% | +38.7% | +56.5% |
| All | +51.8% | +6.5% | +45.3% | +56.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling