+98.7%
DE vs PENG
+42.1%
+56.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.4% | -11.1% | +0.1% |
| 7D | -0.6% | -19.4% | +18.9% | +1.0% |
| 30D | +2.3% | -42.4% | +44.6% | +6.9% |
| 3M | +9.5% | -25.6% | +35.1% | +10.8% |
| 6M | +14.1% | +7.3% | +6.8% | +8.1% |
| YTD | +45.4% | +113.9% | -68.4% | +25.2% |
| 1Y | +42.9% | +93.6% | -50.7% | +24.3% |
| 3Y | +84.8% | +170.2% | -85.4% | +45.5% |
| All | +98.7% | +42.1% | +56.5% | +56.2% |
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 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