+536.7%
DE vs PENG
+755.0%
-218.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.7% |
| 7D | +0.7% | +7.8% | -7.1% | -0.4% |
| 30D | +9.6% | -12.2% | +21.9% | +11.4% |
| 3M | +19.0% | -20.6% | +39.6% | +20.3% |
| 6M | +16.1% | +180.9% | -164.9% | -5.3% |
| YTD | +47.0% | +162.3% | -115.2% | +20.8% |
| 1Y | +43.1% | +107.3% | -64.1% | +21.0% |
| 3Y | +77.5% | +110.8% | -33.3% | +38.6% |
| 5Y | +96.4% | +117.8% | -21.5% | +46.5% |
| All | +536.7% | +755.0% | -218.3% | +292.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling