+11.7%
DASH vs PENG
+192.2%
-180.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.1% | -6.1% |
| 7D | -10.6% | +4.5% | -15.1% | -11.6% |
| 30D | +2.2% | -7.1% | +9.3% | +3.3% |
| 3M | +32.3% | -27.3% | +59.5% | +35.3% |
| 6M | +19.1% | +169.6% | -150.5% | -21.7% |
| YTD | -6.5% | +164.6% | -171.1% | -38.9% |
| 1Y | -14.9% | +109.5% | -124.4% | -40.8% |
| 3Y | +151.9% | +98.9% | +53.0% | +52.1% |
| 5Y | +9.4% | +116.3% | -106.8% | -39.3% |
| All | +11.7% | +192.2% | -180.5% | -47.6% |
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