+113.3%
SYK vs PENG
+710.3%
-597.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.4% |
| 7D | -12.3% | 0.0% | -12.3% | -12.4% |
| 30D | -22.4% | -15.2% | -7.3% | -21.2% |
| 3M | -12.3% | -16.9% | +4.6% | -12.7% |
| 6M | -24.3% | +161.5% | -185.8% | -36.7% |
| YTD | -22.8% | +148.6% | -171.3% | -35.2% |
| 1Y | -28.8% | +89.6% | -118.4% | -38.4% |
| 3Y | -4.0% | +99.8% | -103.7% | -23.3% |
| 5Y | +3.8% | +100.9% | -97.1% | -19.8% |
| All | +113.3% | +710.3% | -597.1% | +35.5% |
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