-5.3%
SYK vs PENG
+120.5%
-125.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.1% | +18.5% | +8.6% |
| 7D | +11.7% | -20.5% | +32.2% | +10.0% |
| 30D | +19.1% | -20.4% | +39.4% | +17.7% |
| 3M | +1.4% | -16.4% | +17.8% | +0.9% |
| 6M | +17.4% | +49.2% | -31.8% | +17.4% |
| YTD | -2.5% | +147.2% | -149.7% | -2.3% |
| 1Y | -5.3% | +124.7% | -130.0% | -5.8% |
| All | -5.3% | +120.5% | -125.8% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling