+36.2%
BMY vs PENG
+130.4%
-94.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +1.5% |
| 7D | +2.1% | +13.2% | -11.1% | +2.7% |
| 30D | +7.0% | -29.9% | +36.9% | +5.8% |
| 3M | -0.9% | -22.2% | +21.4% | -1.6% |
| 6M | +14.9% | -1.9% | +16.8% | +13.9% |
| YTD | +22.8% | +142.1% | -119.3% | +18.3% |
| 1Y | +36.2% | +151.5% | -115.3% | +29.4% |
| All | +36.2% | +130.4% | -94.1% | +29.4% |
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