+22.3%
DBX vs PENG
+109.8%
-87.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.9% | -3.5% |
| 7D | -2.4% | +4.5% | -7.0% | -3.2% |
| 30D | -0.5% | -7.1% | +6.6% | +0.3% |
| 3M | +28.1% | -27.3% | +55.3% | +30.1% |
| 6M | +33.1% | +169.6% | -136.5% | +3.6% |
| YTD | +25.3% | +164.6% | -139.3% | -2.8% |
| 1Y | +18.3% | +109.5% | -91.1% | -5.0% |
| 3Y | +25.0% | +98.9% | -73.9% | -7.4% |
| 5Y | +7.5% | +116.3% | -108.7% | -25.1% |
| All | +22.3% | +109.8% | -87.5% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling