+2,976.5%
DELL vs PENG
+755.0%
+2,221.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.1% |
| 7D | +25.6% | +7.8% | +17.8% | +23.0% |
| 30D | +17.7% | -12.2% | +29.9% | +21.7% |
| 3M | +33.4% | -20.6% | +54.1% | +39.2% |
| 6M | +266.2% | +180.9% | +85.3% | +171.5% |
| YTD | +328.0% | +162.3% | +165.7% | +221.5% |
| 1Y | +339.6% | +107.3% | +232.3% | +246.3% |
| 3Y | +694.6% | +110.8% | +583.8% | +480.1% |
| 5Y | +1,122.0% | +117.8% | +1,004.2% | +754.1% |
| All | +2,976.5% | +755.0% | +2,221.5% | +1,667.1% |
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