-7.2%
SYK vs PEG
+32.0%
-39.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.3% | -0.9% | -11.4% | -12.1% |
| 30D | -22.4% | -2.8% | -19.7% | -21.8% |
| 3M | -12.3% | -6.9% | -5.4% | -10.2% |
| 6M | -24.3% | -11.4% | -12.9% | -21.4% |
| YTD | -22.8% | -7.4% | -15.4% | -21.0% |
| 1Y | -28.8% | -8.3% | -20.5% | -27.0% |
| All | -7.2% | +32.0% | -39.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 3y: compounded portfolio wealth divided by compounded PEG 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…
3y analysis · Full analysis span regression · 6 months rolling