+180.3%
DAL vs PENG
+228.7%
-48.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -9.1% | +16.3% | +8.7% |
| 7D | +11.1% | -20.5% | +31.5% | +15.1% |
| 30D | +7.7% | -20.4% | +28.1% | +10.6% |
| 3M | -3.5% | -16.4% | +12.9% | -2.5% |
| 6M | +31.3% | +49.2% | -17.9% | +8.4% |
| YTD | +30.0% | +147.2% | -117.2% | -7.6% |
| 1Y | +62.1% | +124.7% | -62.6% | +17.7% |
| All | +180.3% | +228.7% | -48.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling