+66.3%
BSX vs PENG
+755.0%
-688.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.8% |
| 7D | -6.4% | +7.8% | -14.2% | -7.2% |
| 30D | -8.8% | -12.2% | +3.4% | -7.8% |
| 3M | -7.6% | -20.6% | +13.0% | -7.3% |
| 6M | -37.0% | +180.9% | -217.9% | -46.3% |
| YTD | -52.8% | +162.3% | -215.1% | -59.6% |
| 1Y | -58.4% | +107.3% | -165.7% | -63.6% |
| 3Y | -16.5% | +110.8% | -127.3% | -31.4% |
| 5Y | -1.2% | +117.8% | -119.0% | -21.7% |
| All | +66.3% | +755.0% | -688.7% | +11.1% |
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