+76.0%
DD vs PENG
+153.0%
-77.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -23.0% | +19.2% | -0.6% |
| 7D | +3.1% | -36.7% | +39.8% | +9.1% |
| 30D | +8.7% | -42.0% | +50.8% | +15.7% |
| 3M | -1.2% | -33.2% | +32.0% | +2.4% |
| 6M | -1.1% | +2.1% | -3.2% | -9.2% |
| YTD | +21.7% | +90.3% | -68.6% | -1.9% |
| 1Y | +24.0% | +67.7% | -43.6% | +2.1% |
| All | +76.0% | +153.0% | -77.1% | +26.1% |
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