+102.1%
DASH vs PENG
+153.0%
-51.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -23.0% | +13.6% | -7.4% |
| 7D | +0.5% | -36.7% | +37.2% | +4.1% |
| 30D | -7.1% | -42.0% | +35.0% | -3.3% |
| 3M | -13.2% | -33.2% | +20.0% | -11.2% |
| 6M | +8.3% | +2.1% | +6.2% | -1.4% |
| YTD | -20.6% | +90.3% | -110.8% | -36.9% |
| 1Y | -24.4% | +67.7% | -92.1% | -38.6% |
| All | +102.1% | +153.0% | -51.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling