+368.3%
DXCM vs PENG
+644.0%
-275.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -3.7% | -16.1% | +12.4% | -2.0% |
| 30D | -5.0% | -41.5% | +36.5% | +0.8% |
| 3M | -8.8% | -19.1% | +10.3% | -8.4% |
| 6M | +31.9% | +0.9% | +30.9% | +22.9% |
| YTD | +20.4% | +128.2% | -107.8% | -3.6% |
| 1Y | +45.7% | +98.6% | -52.8% | +19.0% |
| 3Y | -15.0% | +188.2% | -203.2% | -38.8% |
| 5Y | -48.5% | +55.5% | -104.0% | -60.9% |
| All | +368.3% | +644.0% | -275.7% | +181.2% |
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 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