+34.8%
DXCM vs PENG
+132.5%
-97.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | +0.7% |
| 7D | -9.2% | +1.9% | -11.0% | -8.9% |
| 30D | -6.5% | -37.8% | +31.3% | -6.6% |
| 3M | -10.3% | -14.1% | +3.8% | -10.1% |
| 6M | +35.4% | +13.1% | +22.3% | +31.1% |
| YTD | +21.1% | +151.8% | -130.7% | +5.2% |
| All | +34.8% | +132.5% | -97.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling