+34.5%
DBX vs PENG
+184.4%
-149.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.4% | -15.5% | -3.5% |
| 7D | -4.4% | -19.4% | +15.1% | -3.7% |
| 30D | +4.8% | -42.4% | +47.2% | +6.9% |
| 3M | +0.3% | -25.6% | +26.0% | +0.7% |
| 6M | +40.4% | +7.3% | +33.1% | +31.1% |
| YTD | +24.7% | +113.9% | -89.2% | +6.7% |
| 1Y | +20.9% | +93.6% | -72.7% | +4.4% |
| 3Y | +34.5% | +170.2% | -135.7% | +4.1% |
| All | +34.5% | +184.4% | -149.9% | +4.1% |
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 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