+4.7%
SYK vs PENG
+116.9%
-112.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -11.8% | +7.3% | -19.1% | -12.2% |
| 30D | -20.4% | -7.5% | -12.9% | -20.1% |
| 3M | -12.1% | -17.2% | +5.2% | -12.3% |
| 6M | -24.3% | +176.7% | -201.1% | -34.8% |
| YTD | -21.2% | +161.0% | -182.3% | -31.9% |
| 1Y | -29.2% | +108.8% | -138.0% | -37.6% |
| 3Y | -2.1% | +109.8% | -111.8% | -19.4% |
| 5Y | +4.7% | +111.7% | -107.0% | -14.1% |
| All | +4.7% | +116.9% | -112.2% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling