+45.4%
DD vs PENG
+762.7%
-717.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.1% | -0.8% |
| 7D | -3.5% | +4.5% | -8.1% | -4.3% |
| 30D | -10.3% | -7.1% | -3.2% | -9.4% |
| 3M | -7.5% | -27.3% | +19.7% | -5.3% |
| 6M | -8.0% | +169.6% | -177.6% | -28.1% |
| YTD | +10.5% | +164.6% | -154.2% | -13.8% |
| 1Y | +38.3% | +109.5% | -71.2% | +12.0% |
| 3Y | +42.5% | +98.9% | -56.4% | +7.5% |
| 5Y | +60.2% | +116.3% | -56.1% | +14.3% |
| All | +45.4% | +762.7% | -717.3% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling