+50.0%
BMY vs PENG
+118.5%
-68.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -1.7% |
| 7D | +0.4% | +4.5% | -4.2% | +0.5% |
| 30D | +5.0% | -7.1% | +12.1% | +4.8% |
| 3M | +19.4% | -27.3% | +46.7% | +18.4% |
| 6M | +9.5% | +169.6% | -160.1% | +6.8% |
| YTD | +28.1% | +164.6% | -136.6% | +24.1% |
| 1Y | +50.0% | +109.5% | -59.5% | +43.8% |
| All | +50.0% | +118.5% | -68.5% | +43.8% |
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