+105.8%
DAL vs PENG
+115.2%
-9.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +0.4% |
| 7D | +0.1% | +4.5% | -4.4% | -0.9% |
| 30D | -13.9% | -7.1% | -6.8% | -12.8% |
| 3M | +1.1% | -27.3% | +28.3% | +4.3% |
| 6M | +26.2% | +169.6% | -143.3% | -9.3% |
| YTD | +16.4% | +164.6% | -148.2% | -16.6% |
| 1Y | +33.9% | +109.5% | -75.6% | +0.9% |
| 3Y | +93.4% | +98.9% | -5.5% | +33.0% |
| All | +105.8% | +115.2% | -9.4% | +52.5% |
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 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