-5.4%
SYK vs PENG
+107.0%
-112.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -11.8% | +7.3% | -19.1% | -11.8% |
| 30D | -20.4% | -7.5% | -12.9% | -20.4% |
| 3M | -12.1% | -17.2% | +5.2% | -12.3% |
| 6M | -24.3% | +176.7% | -201.1% | -29.1% |
| YTD | -21.2% | +161.0% | -182.3% | -26.1% |
| 1Y | -29.2% | +108.8% | -138.0% | -33.0% |
| All | -5.4% | +107.0% | -112.4% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling