+63.4%
BSX vs PENG
+735.0%
-671.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | -1.0% | +34.6% | -35.6% | -3.7% |
| 30D | +2.1% | -35.9% | +38.0% | +5.3% |
| 3M | -14.0% | -14.7% | +0.7% | -14.2% |
| 6M | -18.3% | +13.5% | -31.8% | -23.0% |
| YTD | -53.6% | +156.1% | -209.8% | -60.9% |
| 1Y | -57.6% | +141.3% | -198.9% | -64.0% |
| 3Y | -14.3% | +223.4% | -237.7% | -33.2% |
| 5Y | +5.1% | +67.4% | -62.3% | -14.7% |
| All | +63.4% | +735.0% | -671.6% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling