+123.0%
DASH vs PENG
+228.7%
-105.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.1% | +17.4% | +9.0% |
| 7D | +17.2% | -20.5% | +37.6% | +19.1% |
| 30D | +3.6% | -20.4% | +23.9% | +4.9% |
| 3M | -1.9% | -16.4% | +14.5% | -1.4% |
| 6M | +15.1% | +49.2% | -34.2% | 0.0% |
| YTD | -12.3% | +147.2% | -159.5% | -31.9% |
| 1Y | -17.2% | +124.7% | -141.9% | -34.6% |
| All | +123.0% | +228.7% | -105.7% | +26.7% |
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