+73.0%
BMY vs PENG
+762.7%
-689.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.1% |
| 7D | +0.4% | +4.5% | -4.2% | +0.2% |
| 30D | +5.0% | -7.1% | +12.1% | +5.2% |
| 3M | +19.4% | -27.3% | +46.7% | +20.0% |
| 6M | +9.5% | +169.6% | -160.1% | +2.3% |
| YTD | +28.1% | +164.6% | -136.6% | +19.5% |
| 1Y | +50.0% | +109.5% | -59.5% | +41.4% |
| 3Y | +24.1% | +98.9% | -74.8% | +14.2% |
| 5Y | +25.0% | +116.3% | -91.3% | +12.0% |
| All | +73.0% | +762.7% | -689.7% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling