+9.9%
DHR vs PENG
+120.3%
-110.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.7% | -0.3% |
| 7D | +0.2% | +1.9% | -1.7% | +0.1% |
| 30D | +6.4% | -37.8% | +44.2% | +4.9% |
| 3M | +13.6% | -14.1% | +27.7% | +13.3% |
| 6M | +41.9% | +13.1% | +28.7% | +36.7% |
| YTD | +3.4% | +151.8% | -148.4% | -10.2% |
| 1Y | +9.9% | +136.0% | -126.1% | -4.1% |
| All | +9.9% | +120.3% | -110.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling