+97.9%
DGX vs PENG
+108.8%
-10.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -0.9% |
| 7D | -2.3% | +4.5% | -6.9% | -2.3% |
| 30D | +0.6% | -7.1% | +7.7% | +0.5% |
| 3M | +21.4% | -27.3% | +48.7% | +21.3% |
| 6M | +14.7% | +169.6% | -154.9% | +13.9% |
| YTD | +38.4% | +164.6% | -126.2% | +37.5% |
| 1Y | +34.0% | +109.5% | -75.5% | +33.1% |
| All | +97.9% | +108.8% | -10.9% | +93.4% |
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