+100.2%
DAL vs PENG
+31.0%
+69.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -23.0% | +18.7% | +0.5% |
| 7D | +4.6% | -36.7% | +41.2% | +13.7% |
| 30D | +2.3% | -42.0% | +44.4% | +12.4% |
| 3M | -8.1% | -33.2% | +25.1% | -3.0% |
| 6M | +21.4% | +2.1% | +19.3% | +7.7% |
| YTD | +24.3% | +90.3% | -66.0% | -8.7% |
| 1Y | +47.4% | +67.7% | -20.3% | +11.7% |
| 3Y | +164.6% | +154.2% | +10.4% | +63.9% |
| 5Y | +100.2% | +28.3% | +71.9% | +35.8% |
| All | +100.2% | +31.0% | +69.2% | +35.8% |
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