-5.1%
DASH vs PENG
+110.1%
-115.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -23.0% | +13.6% | -4.4% |
| 7D | +0.5% | -36.7% | +37.2% | +9.7% |
| 30D | -7.1% | -42.0% | +35.0% | +2.3% |
| 3M | -13.2% | -33.2% | +20.0% | -8.5% |
| 6M | +8.3% | +2.1% | +6.2% | -7.6% |
| YTD | -20.6% | +90.3% | -110.8% | -45.9% |
| 1Y | -24.4% | +67.7% | -92.1% | -46.5% |
| 3Y | +94.5% | +154.2% | -59.7% | +2.0% |
| 5Y | -9.4% | +28.3% | -37.7% | -44.3% |
| All | -5.1% | +110.1% | -115.2% | -53.6% |
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