-16.2%
SYK vs PENG
+130.4%
-146.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -1.3% |
| 7D | -5.0% | +13.2% | -18.2% | -4.0% |
| 30D | +9.9% | -29.9% | +39.9% | +8.0% |
| 3M | -8.9% | -22.2% | +13.3% | -9.6% |
| 6M | +3.1% | -1.9% | +5.0% | +2.4% |
| YTD | -11.1% | +142.1% | -153.3% | -13.7% |
| 1Y | -16.2% | +151.5% | -167.7% | -18.5% |
| All | -16.2% | +130.4% | -146.5% | -18.5% |
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 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