+62.7%
BSX vs PENG
+661.7%
-598.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.3% | -6.3% | +2.2% |
| 7D | -0.7% | -3.8% | +3.1% | -0.9% |
| 30D | +3.0% | -40.1% | +43.1% | +6.9% |
| 3M | -10.7% | -21.8% | +11.1% | -10.2% |
| 6M | -18.4% | +3.3% | -21.7% | -22.4% |
| YTD | -53.8% | +133.6% | -187.5% | -60.7% |
| 1Y | -56.0% | +110.7% | -166.7% | -62.1% |
| 3Y | -14.4% | +204.3% | -218.7% | -33.0% |
| 5Y | +2.9% | +54.4% | -51.5% | -15.9% |
| All | +62.7% | +661.7% | -598.9% | +8.2% |
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 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