+165.6%
DGX vs PENG
+755.0%
-589.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.3% | +7.8% | -8.1% | -0.7% |
| 30D | -1.2% | -12.2% | +11.0% | -0.6% |
| 3M | +19.9% | -20.6% | +40.5% | +20.2% |
| 6M | +19.2% | +180.9% | -161.7% | +8.7% |
| YTD | +37.5% | +162.3% | -124.8% | +25.7% |
| 1Y | +31.3% | +107.3% | -76.0% | +21.6% |
| 3Y | +96.6% | +110.8% | -14.1% | +74.9% |
| 5Y | +64.3% | +117.8% | -53.6% | +42.4% |
| All | +165.6% | +755.0% | -589.4% | +98.9% |
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