+2,056.3%
DELL vs PENG
+720.8%
+1,335.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +10.3% | +1.4% | +8.7% |
| 7D | +0.4% | +1.9% | -1.5% | -0.3% |
| 30D | -35.1% | -37.8% | +2.7% | -25.6% |
| 3M | -15.1% | -14.1% | -1.0% | -11.5% |
| 6M | +51.7% | +13.1% | +38.6% | +43.2% |
| YTD | +200.0% | +151.8% | +48.2% | +128.1% |
| 1Y | +172.1% | +136.0% | +36.2% | +110.3% |
| 3Y | +431.2% | +217.9% | +213.3% | +269.1% |
| 5Y | +633.1% | +64.1% | +569.0% | +447.0% |
| All | +2,056.3% | +720.8% | +1,335.5% | +1,153.4% |
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 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