+153.0%
DASH vs PENG
+101.4%
+51.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.1% | -5.3% |
| 7D | -10.6% | +4.5% | -15.1% | -11.0% |
| 30D | +2.2% | -7.1% | +9.3% | +2.7% |
| 3M | +32.3% | -27.3% | +59.5% | +34.1% |
| 6M | +19.1% | +169.6% | -150.5% | -5.7% |
| YTD | -6.5% | +164.6% | -171.1% | -26.2% |
| 1Y | -14.9% | +109.5% | -124.4% | -30.4% |
| All | +153.0% | +101.4% | +51.6% | +92.7% |
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