+376.9%
DXCM vs PENG
+735.0%
-358.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | -3.6% | +34.6% | -38.2% | -7.6% |
| 30D | -4.3% | -35.9% | +31.6% | +0.2% |
| 3M | -10.4% | -14.7% | +4.3% | -10.6% |
| 6M | +33.1% | +13.5% | +19.6% | +22.1% |
| YTD | +22.6% | +156.1% | -133.5% | -3.4% |
| 1Y | +36.5% | +141.3% | -104.8% | +8.4% |
| 3Y | -13.5% | +223.4% | -236.9% | -38.6% |
| 5Y | -49.6% | +67.4% | -117.0% | -62.1% |
| All | +376.9% | +735.0% | -358.1% | +181.8% |
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