+126.2%
DAL vs PENG
+72.0%
+54.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -9.1% | +16.3% | +9.1% |
| 7D | +11.1% | -20.5% | +31.5% | +15.8% |
| 30D | +7.7% | -20.4% | +28.1% | +11.2% |
| 3M | -3.5% | -16.4% | +12.9% | -2.3% |
| 6M | +31.3% | +49.2% | -17.9% | +7.1% |
| YTD | +30.0% | +147.2% | -117.2% | -9.3% |
| 1Y | +62.1% | +124.7% | -62.6% | +15.8% |
| 3Y | +176.6% | +230.3% | -53.6% | +62.6% |
| 5Y | +126.2% | +71.4% | +54.8% | +42.9% |
| All | +126.2% | +72.0% | +54.2% | +42.9% |
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 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