+189.3%
DGX vs PENG
+597.2%
-407.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.0% | -0.3% |
| 7D | +1.5% | -19.4% | +21.0% | +2.3% |
| 30D | +12.6% | -42.4% | +55.0% | +15.2% |
| 3M | +7.6% | -25.6% | +33.2% | +8.2% |
| 6M | +36.2% | +7.3% | +28.9% | +31.7% |
| YTD | +49.8% | +113.9% | -64.1% | +37.3% |
| 1Y | +47.3% | +93.6% | -46.3% | +35.7% |
| 3Y | +102.1% | +170.2% | -68.2% | +75.8% |
| 5Y | +100.3% | +44.2% | +56.1% | +77.9% |
| All | +189.3% | +597.2% | -407.8% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling