+28.6%
BMY vs PENG
+65.6%
-37.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -0.9% |
| 7D | -1.3% | +34.6% | -35.9% | -1.1% |
| 30D | +10.0% | -35.9% | +45.9% | +9.9% |
| 3M | -1.2% | -14.7% | +13.5% | -1.3% |
| 6M | +12.8% | +13.5% | -0.7% | +11.7% |
| YTD | +20.7% | +156.1% | -135.5% | +17.5% |
| 1Y | +32.6% | +141.3% | -108.7% | +29.2% |
| 3Y | +41.8% | +223.4% | -181.6% | +36.2% |
| All | +28.6% | +65.6% | -37.0% | +23.9% |
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