+19.1%
DBX vs PENG
+50.3%
-31.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.3% |
| 7D | -7.3% | -16.1% | +8.8% | -6.2% |
| 30D | -5.7% | -41.5% | +35.8% | -1.3% |
| 3M | -6.3% | -19.1% | +12.8% | -6.2% |
| 6M | +12.1% | +0.9% | +11.2% | +3.7% |
| YTD | +16.5% | +128.2% | -111.7% | -7.4% |
| 1Y | +6.1% | +98.6% | -92.5% | -13.9% |
| 3Y | +21.8% | +188.2% | -166.4% | -15.4% |
| 5Y | +19.1% | +55.5% | -36.4% | -13.2% |
| All | +19.1% | +50.3% | -31.2% | -13.2% |
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