+192.2%
DHR vs PENG
+762.7%
-570.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.2% |
| 7D | -3.9% | +4.5% | -8.4% | -4.3% |
| 30D | +4.0% | -7.1% | +11.1% | +4.5% |
| 3M | +11.5% | -27.3% | +38.8% | +12.7% |
| 6M | +1.9% | +169.6% | -167.7% | -13.4% |
| YTD | -8.9% | +164.6% | -173.5% | -22.6% |
| 1Y | +5.1% | +109.5% | -104.4% | -8.6% |
| 3Y | -10.3% | +98.9% | -109.2% | -25.5% |
| 5Y | -27.8% | +116.3% | -144.0% | -42.3% |
| All | +192.2% | +762.7% | -570.5% | +102.2% |
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