+548.1%
DE vs PENG
+661.7%
-113.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.3% | +1.7% |
| 7D | +3.5% | -3.8% | +7.3% | +3.3% |
| 30D | +11.3% | -40.1% | +51.4% | +17.9% |
| 3M | +11.6% | -21.8% | +33.4% | +12.8% |
| 6M | +20.9% | +3.3% | +17.5% | +13.8% |
| YTD | +49.7% | +133.6% | -84.0% | +22.2% |
| 1Y | +49.5% | +110.7% | -61.2% | +23.7% |
| 3Y | +94.7% | +204.3% | -109.6% | +43.1% |
| 5Y | +107.4% | +54.4% | +53.0% | +61.0% |
| All | +548.1% | +661.7% | -113.6% | +297.3% |
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