+388.3%
DXCM vs PENG
+689.3%
-301.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +3.1% |
| 7D | +4.9% | +13.2% | -8.3% | +3.1% |
| 30D | -0.2% | -29.9% | +29.8% | +3.3% |
| 3M | -8.9% | -22.2% | +13.3% | -8.0% |
| 6M | +42.3% | -1.9% | +44.2% | +33.6% |
| YTD | +25.6% | +142.1% | -116.6% | -0.4% |
| 1Y | +39.5% | +151.5% | -112.0% | +9.8% |
| 3Y | -15.3% | +206.9% | -222.2% | -39.5% |
| 5Y | -48.4% | +58.2% | -106.7% | -60.9% |
| All | +388.3% | +689.3% | -301.0% | +190.6% |
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 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