-5.2%
DASH vs PENG
+136.1%
-141.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -2.8% |
| 7D | +0.4% | -19.4% | +19.8% | +3.9% |
| 30D | -6.0% | -42.4% | +36.3% | +3.9% |
| 3M | -15.8% | -25.6% | +9.9% | -13.4% |
| 6M | +7.0% | +7.3% | -0.3% | -9.3% |
| YTD | -20.7% | +113.9% | -134.5% | -47.4% |
| 1Y | -8.5% | +93.6% | -102.1% | -37.7% |
| 3Y | +101.8% | +170.2% | -68.4% | +5.7% |
| 5Y | -9.6% | +44.2% | -53.8% | -45.8% |
| All | -5.2% | +136.1% | -141.3% | -54.9% |
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 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