+99.2%
DE vs PENG
+115.2%
-16.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -0.8% |
| 7D | +10.0% | +4.5% | +5.5% | +9.4% |
| 30D | +13.3% | -7.1% | +20.4% | +14.0% |
| 3M | +17.5% | -27.3% | +44.8% | +19.6% |
| 6M | +13.6% | +169.6% | -156.0% | -2.7% |
| YTD | +49.8% | +164.6% | -114.8% | +28.2% |
| 1Y | +47.9% | +109.5% | -61.6% | +29.5% |
| 3Y | +72.5% | +98.9% | -26.4% | +43.0% |
| All | +99.2% | +115.2% | -16.0% | +57.9% |
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