+72.1%
DD vs PENG
+50.3%
+21.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +2.2% | -16.1% | +18.3% | +4.5% |
| 30D | +20.7% | -41.5% | +62.2% | +29.8% |
| 3M | +11.3% | -19.1% | +30.4% | +12.5% |
| 6M | +6.0% | +0.9% | +5.0% | -1.7% |
| YTD | +31.7% | +128.2% | -96.5% | +2.3% |
| 1Y | +32.2% | +98.6% | -66.3% | +5.3% |
| 3Y | +92.7% | +188.2% | -95.5% | +33.4% |
| 5Y | +72.1% | +55.5% | +16.6% | +24.1% |
| All | +72.1% | +50.3% | +21.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling