+91.1%
DE vs PENG
+227.7%
-136.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | +2.3% | +34.6% | -32.3% | +0.1% |
| 30D | +4.4% | -35.9% | +40.4% | +7.1% |
| 3M | +9.8% | -14.7% | +24.5% | +9.6% |
| 6M | +15.8% | +13.5% | +2.3% | +11.0% |
| YTD | +47.0% | +156.1% | -109.2% | +28.6% |
| 1Y | +42.8% | +141.3% | -98.5% | +25.5% |
| All | +91.1% | +227.7% | -136.6% | +51.1% |
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