+365.3%
DXCM vs PENG
+597.2%
-231.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.4% | -18.4% | -7.6% |
| 7D | -3.5% | -19.4% | +15.9% | -1.5% |
| 30D | -5.8% | -42.4% | +36.6% | +0.1% |
| 3M | -4.3% | -25.6% | +21.3% | -2.9% |
| 6M | +31.6% | +7.3% | +24.3% | +20.9% |
| YTD | +19.6% | +113.9% | -94.2% | -3.4% |
| 1Y | +36.9% | +93.6% | -56.7% | +12.0% |
| 3Y | -16.3% | +170.2% | -186.5% | -39.1% |
| 5Y | -50.0% | +44.2% | -94.2% | -61.6% |
| All | +365.3% | +597.2% | -231.8% | +181.9% |
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