+167.4%
DGX vs PENG
+762.7%
-595.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -1.3% |
| 7D | -2.3% | +4.5% | -6.9% | -2.6% |
| 30D | +0.6% | -7.1% | +7.7% | +0.8% |
| 3M | +21.4% | -27.3% | +48.7% | +22.3% |
| 6M | +14.7% | +169.6% | -154.9% | +4.9% |
| YTD | +38.4% | +164.6% | -126.2% | +26.5% |
| 1Y | +34.0% | +109.5% | -75.5% | +24.0% |
| 3Y | +92.7% | +98.9% | -6.2% | +72.4% |
| 5Y | +67.7% | +116.3% | -48.6% | +45.5% |
| All | +167.4% | +762.7% | -595.3% | +100.2% |
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