+14.4%
DBX vs PENG
+85.2%
-70.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +9.3% | -15.3% | -7.3% |
| 7D | -8.6% | -3.8% | -4.8% | -9.0% |
| 30D | -5.2% | -40.1% | +34.9% | +0.7% |
| 3M | -6.4% | -21.8% | +15.4% | -5.7% |
| 6M | +12.7% | +3.3% | +9.4% | +3.0% |
| YTD | +17.2% | +133.6% | -116.4% | -9.8% |
| 1Y | +5.5% | +110.7% | -105.2% | -17.5% |
| 3Y | +24.1% | +204.3% | -180.1% | -16.2% |
| 5Y | +14.2% | +54.4% | -40.2% | -17.0% |
| All | +14.4% | +85.2% | -70.8% | -27.8% |
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 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