+143.3%
DELL vs PENG
+120.5%
+22.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.1% | +0.3% | -4.9% |
| 7D | -24.6% | -20.5% | -4.1% | -16.7% |
| 30D | -32.5% | -20.4% | -12.1% | -25.6% |
| 3M | -20.2% | -16.4% | -3.8% | -14.5% |
| 6M | +76.5% | +49.2% | +27.2% | +44.0% |
| YTD | +198.9% | +147.2% | +51.7% | +98.8% |
| 1Y | +143.3% | +124.7% | +18.7% | +69.0% |
| All | +143.3% | +120.5% | +22.9% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling