+227.2%
DHR vs PENG
+735.0%
-507.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.5% |
| 7D | +2.6% | +34.6% | -32.0% | -0.5% |
| 30D | +4.2% | -35.9% | +40.1% | +7.8% |
| 3M | +13.0% | -14.7% | +27.7% | +13.1% |
| 6M | +40.2% | +13.5% | +26.6% | +31.8% |
| YTD | +2.0% | +156.1% | -154.1% | -14.2% |
| 1Y | +6.6% | +141.3% | -134.7% | -9.8% |
| 3Y | +19.9% | +223.4% | -203.5% | -5.4% |
| 5Y | -11.7% | +67.4% | -79.1% | -28.4% |
| All | +227.2% | +735.0% | -507.8% | +124.3% |
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