+224.6%
DHR vs PENG
+597.2%
-372.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | +0.5% |
| 7D | -0.9% | -19.4% | +18.6% | +0.8% |
| 30D | +5.4% | -42.4% | +47.8% | +10.3% |
| 3M | +15.3% | -25.6% | +41.0% | +17.0% |
| 6M | +32.1% | +7.3% | +24.9% | +24.5% |
| YTD | +1.2% | +113.9% | -112.7% | -13.3% |
| 1Y | +10.1% | +93.6% | -83.5% | -4.7% |
| 3Y | +19.9% | +170.2% | -150.4% | -3.7% |
| 5Y | -8.8% | +44.2% | -53.0% | -24.8% |
| All | +224.6% | +597.2% | -372.6% | +126.6% |
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