+193.9%
DGX vs PENG
+735.0%
-541.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.3% |
| 7D | +1.9% | +34.6% | -32.7% | +0.3% |
| 30D | +12.7% | -35.9% | +48.6% | +14.7% |
| 3M | +9.6% | -14.7% | +24.3% | +9.5% |
| 6M | +37.6% | +13.5% | +24.1% | +33.0% |
| YTD | +52.1% | +156.1% | -104.0% | +38.1% |
| 1Y | +41.3% | +141.3% | -100.0% | +28.7% |
| 3Y | +106.9% | +223.4% | -116.5% | +78.3% |
| 5Y | +90.7% | +67.4% | +23.3% | +68.2% |
| All | +193.9% | +735.0% | -541.1% | +118.5% |
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