+193.9%
DGX vs PENG
+661.7%
-467.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.7% | +1.1% |
| 7D | +3.5% | -3.8% | +7.3% | +3.4% |
| 30D | +12.4% | -40.1% | +52.5% | +14.8% |
| 3M | +9.3% | -21.8% | +31.1% | +9.8% |
| 6M | +39.7% | +3.3% | +36.3% | +35.7% |
| YTD | +52.2% | +133.6% | -81.5% | +38.8% |
| 1Y | +47.1% | +110.7% | -63.6% | +35.0% |
| 3Y | +108.8% | +204.3% | -95.5% | +80.3% |
| 5Y | +101.4% | +54.4% | +47.0% | +78.3% |
| All | +193.9% | +661.7% | -467.8% | +119.6% |
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