+415.1%
DXCM vs PENG
+762.7%
-347.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.5% | -2.9% |
| 7D | -3.2% | +4.5% | -7.8% | -3.9% |
| 30D | +6.3% | -7.1% | +13.4% | +7.1% |
| 3M | +21.1% | -27.3% | +48.4% | +23.1% |
| 6M | +20.6% | +169.6% | -149.0% | -3.2% |
| YTD | +32.4% | +164.6% | -132.2% | +6.2% |
| 1Y | +8.8% | +109.5% | -100.6% | -10.1% |
| 3Y | -13.7% | +98.9% | -112.7% | -33.6% |
| 5Y | -35.2% | +116.3% | -151.4% | -52.3% |
| All | +415.1% | +762.7% | -347.6% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling