+46.0%
DGX vs PENG
+120.5%
-74.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.6% | +3.1% |
| 7D | +4.1% | -20.5% | +24.6% | +3.3% |
| 30D | +10.5% | -20.4% | +30.9% | +9.8% |
| 3M | +9.8% | -16.4% | +26.2% | +9.3% |
| 6M | +34.6% | +49.2% | -14.7% | +34.3% |
| YTD | +49.8% | +147.2% | -97.4% | +49.4% |
| 1Y | +46.0% | +124.7% | -78.6% | +45.0% |
| All | +46.0% | +120.5% | -74.4% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling