+107.6%
DGX vs PENG
+209.7%
-102.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | -0.1% |
| 7D | +1.6% | +13.2% | -11.7% | +1.8% |
| 30D | +11.2% | -29.9% | +41.1% | +10.7% |
| 3M | +10.4% | -22.2% | +32.6% | +10.1% |
| 6M | +37.1% | -1.9% | +39.0% | +36.6% |
| YTD | +52.1% | +142.1% | -90.0% | +50.4% |
| 1Y | +40.7% | +151.5% | -110.8% | +39.1% |
| 3Y | +107.6% | +206.9% | -99.3% | +97.7% |
| All | +107.6% | +209.7% | -102.2% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling