+99.0%
DAL vs PENG
+597.2%
-498.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | -0.3% |
| 7D | +8.8% | -19.4% | +28.2% | +12.2% |
| 30D | +5.4% | -42.4% | +47.8% | +15.5% |
| 3M | -4.9% | -25.6% | +20.7% | -2.1% |
| 6M | +19.8% | +7.3% | +12.6% | +8.5% |
| YTD | +27.0% | +113.9% | -86.9% | -2.9% |
| 1Y | +52.5% | +93.6% | -41.1% | +18.9% |
| 3Y | +173.8% | +170.2% | +3.6% | +88.4% |
| 5Y | +104.5% | +44.2% | +60.4% | +50.5% |
| All | +99.0% | +597.2% | -498.1% | +7.0% |
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