+2,041.8%
DELL vs PENG
+735.0%
+1,306.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +17.1% | +34.6% | -17.5% | +7.3% |
| 30D | -35.1% | -35.9% | +0.9% | -26.2% |
| 3M | -23.3% | -14.7% | -8.6% | -19.9% |
| 6M | +55.8% | +13.5% | +42.3% | +46.9% |
| YTD | +198.0% | +156.1% | +41.8% | +125.4% |
| 1Y | +166.6% | +141.3% | +25.2% | +104.6% |
| 3Y | +427.6% | +223.4% | +204.2% | +264.8% |
| 5Y | +630.6% | +67.4% | +563.2% | +442.1% |
| All | +2,041.8% | +735.0% | +1,306.8% | +1,138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling