+28.6%
BMY vs PENG
+42.1%
-13.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -14.0% | -1.5% |
| 7D | -0.5% | -19.4% | +18.9% | -0.6% |
| 30D | +4.1% | -42.4% | +46.5% | +3.9% |
| 3M | -2.1% | -25.6% | +23.5% | -2.4% |
| 6M | +12.2% | +7.3% | +4.9% | +10.7% |
| YTD | +20.3% | +113.9% | -93.5% | +17.0% |
| 1Y | +39.2% | +93.6% | -54.4% | +35.5% |
| 3Y | +35.6% | +170.2% | -134.6% | +30.1% |
| All | +28.6% | +42.1% | -13.5% | +23.2% |
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