+319.1%
DELL vs PENG
+118.5%
+200.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -0.7% |
| 7D | +14.9% | +4.5% | +10.3% | +13.1% |
| 30D | +13.3% | -7.1% | +20.4% | +15.9% |
| 3M | +24.4% | -27.3% | +51.7% | +34.1% |
| 6M | +258.0% | +169.6% | +88.4% | +165.4% |
| YTD | +320.2% | +164.6% | +155.6% | +212.1% |
| 1Y | +319.1% | +109.5% | +209.6% | +176.4% |
| All | +319.1% | +118.5% | +200.6% | +176.4% |
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