+16.4%
DBX vs PENG
+99.6%
-83.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.0% | +0.9% |
| 7D | -8.1% | +1.9% | -10.0% | -9.1% |
| 30D | -4.9% | -37.8% | +32.9% | +0.4% |
| 3M | -2.7% | -14.1% | +11.4% | -3.3% |
| 6M | +25.2% | +13.1% | +12.1% | +12.7% |
| YTD | +19.3% | +151.8% | -132.5% | -9.3% |
| 1Y | +6.6% | +136.0% | -129.4% | -18.2% |
| 3Y | +24.6% | +217.9% | -193.3% | -16.2% |
| 5Y | +23.5% | +64.1% | -40.6% | -11.0% |
| All | +16.4% | +99.6% | -83.2% | -27.3% |
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