-46.8%
DXCM vs PENG
+31.0%
-77.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.5% | -2.1% |
| 7D | +5.7% | -36.7% | +42.4% | +10.3% |
| 30D | +1.3% | -42.0% | +43.3% | +6.3% |
| 3M | +2.2% | -33.2% | +35.4% | +4.7% |
| 6M | +42.0% | +2.1% | +39.9% | +30.4% |
| YTD | +27.3% | +90.3% | -63.0% | +3.5% |
| 1Y | +42.5% | +67.7% | -25.2% | +18.1% |
| 3Y | -13.3% | +154.2% | -167.6% | -39.4% |
| 5Y | -46.8% | +28.3% | -75.1% | -60.3% |
| All | -46.8% | +31.0% | -77.8% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling