-8.5%
DASH vs PENG
+88.9%
-97.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | -0.1% |
| 7D | +0.4% | -19.4% | +19.8% | +0.3% |
| 30D | -6.0% | -42.4% | +36.3% | -6.1% |
| 3M | -15.8% | -25.6% | +9.9% | -15.6% |
| 6M | +7.0% | +7.3% | -0.3% | +1.5% |
| YTD | -20.7% | +113.9% | -134.5% | -33.9% |
| 1Y | -8.5% | +93.6% | -102.1% | -22.9% |
| All | -8.5% | +88.9% | -97.5% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling